+7,765.7%
ECL vs BWA
+3,492.4%
+4,273.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.7% |
| 7D | -2.6% | +5.7% | -8.3% | -4.1% |
| 30D | -2.2% | +1.4% | -3.6% | -2.8% |
| 3M | +10.1% | -12.1% | +22.2% | +13.4% |
| 6M | -5.7% | +28.6% | -34.3% | -13.1% |
| YTD | +7.0% | +51.1% | -44.1% | -6.7% |
| 1Y | +2.7% | +55.9% | -53.2% | -11.5% |
| 3Y | +57.7% | +70.1% | -12.4% | +29.2% |
| 5Y | +31.1% | +90.7% | -59.6% | +2.1% |
| 10Y | +150.9% | +154.0% | -3.1% | +70.0% |
| All | +7,765.7% | +3,492.4% | +4,273.3% | +2,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling