+125.7%
EEM vs BWA
+153.1%
-27.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.4% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +2.4% | -5.5% | +7.9% | +4.1% |
| 3M | +4.2% | -7.6% | +11.8% | +6.5% |
| 6M | +14.8% | +25.0% | -10.2% | +6.8% |
| YTD | +23.1% | +47.0% | -23.9% | +7.8% |
| 1Y | +32.5% | +54.0% | -21.5% | +14.0% |
| 3Y | +85.9% | +70.7% | +15.2% | +50.8% |
| 5Y | +43.6% | +86.7% | -43.1% | +9.9% |
| All | +125.7% | +153.1% | -27.4% | +47.1% |
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