+1,338.6%
ED vs BWA
+3,492.4%
-2,153.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.6% |
| 7D | -0.2% | +5.7% | -5.8% | -0.7% |
| 30D | -0.1% | +1.4% | -1.5% | -0.3% |
| 3M | +3.9% | -12.1% | +16.0% | +4.9% |
| 6M | -3.0% | +28.6% | -31.6% | -5.7% |
| YTD | +10.7% | +51.1% | -40.4% | +5.6% |
| 1Y | +13.3% | +55.9% | -42.5% | +7.7% |
| 3Y | +34.5% | +70.1% | -35.6% | +25.5% |
| 5Y | +67.1% | +90.7% | -23.5% | +52.6% |
| 10Y | +103.0% | +154.0% | -50.9% | +73.9% |
| All | +1,338.6% | +3,492.4% | -2,153.8% | +813.7% |
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