+34.4%
ED vs BWA
+72.9%
-38.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.9% |
| 7D | +0.5% | +4.3% | -3.8% | +0.6% |
| 30D | +1.1% | -2.9% | +4.0% | +1.1% |
| 3M | +4.6% | -12.4% | +17.1% | +4.8% |
| 6M | -2.0% | +28.6% | -30.5% | -2.5% |
| YTD | +11.7% | +48.2% | -36.5% | +10.7% |
| 1Y | +15.7% | +50.9% | -35.2% | +14.7% |
| 3Y | +34.4% | +72.2% | -37.8% | +34.2% |
| All | +34.4% | +72.9% | -38.5% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling