+22.8%
ECL vs BWA
-16.1%
+38.9%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +1.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.6% |
| 30D | +8.8% | -16.1% | +24.9% | +9.2% |
| 3M | +7.8% | -24.6% | +32.5% | +8.4% |
| All | +22.8% | -16.1% | +38.9% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling