+46.6%
EEM vs BWA
+89.5%
-42.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +5.1% | -5.6% | +10.6% | +6.8% |
| 3M | +4.6% | -10.7% | +15.3% | +7.9% |
| 6M | +17.8% | +23.2% | -5.4% | +10.7% |
| YTD | +25.8% | +46.0% | -20.2% | +11.5% |
| 1Y | +36.4% | +51.2% | -14.8% | +19.4% |
| 3Y | +90.0% | +69.6% | +20.4% | +56.7% |
| 5Y | +46.6% | +86.6% | -40.0% | +10.2% |
| All | +46.6% | +89.5% | -42.9% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling