+110.7%
ED vs BWA
+142.7%
-32.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +1.9% | -5.6% | +7.5% | +2.2% |
| 3M | +1.9% | -10.7% | +12.5% | +2.3% |
| 6M | -2.3% | +23.2% | -25.4% | -3.6% |
| YTD | +10.9% | +46.0% | -35.1% | +8.1% |
| 1Y | +14.5% | +51.2% | -36.7% | +11.4% |
| 3Y | +33.4% | +69.6% | -36.2% | +28.3% |
| 5Y | +67.3% | +86.6% | -19.3% | +58.4% |
| 10Y | +110.7% | +152.3% | -41.6% | +88.6% |
| All | +110.7% | +142.7% | -32.0% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling