+28.1%
ECL vs BWA
+88.6%
-60.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -0.8% | +4.3% | -5.0% | -1.8% |
| 30D | -2.5% | -2.9% | +0.4% | -1.9% |
| 3M | +8.3% | -12.4% | +20.8% | +11.6% |
| 6M | -1.1% | +28.6% | -29.6% | -8.5% |
| YTD | +6.5% | +48.2% | -41.7% | -6.4% |
| 1Y | +2.1% | +50.9% | -48.8% | -11.0% |
| 3Y | +57.6% | +72.2% | -14.6% | +29.7% |
| 5Y | +28.1% | +91.1% | -63.0% | -4.5% |
| All | +28.1% | +88.6% | -60.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling