+88.6%
EEM vs BWA
+69.7%
+18.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +3.1% | +4.3% | -1.2% | +1.9% |
| 30D | +4.9% | -2.9% | +7.8% | +5.6% |
| 3M | +5.2% | -12.4% | +17.7% | +8.7% |
| 6M | +20.7% | +28.6% | -7.9% | +13.5% |
| YTD | +26.5% | +48.2% | -21.8% | +13.9% |
| 1Y | +37.8% | +50.9% | -13.1% | +23.3% |
| All | +88.6% | +69.7% | +18.9% | +56.1% |
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 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