+746.2%
EEM vs BWA
+1,045.5%
-299.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.7% | +4.3% | -1.6% | +0.8% |
| 30D | -5.4% | -13.0% | +7.6% | +0.4% |
| 3M | -8.6% | -24.8% | +16.2% | +2.7% |
| 6M | -8.9% | -23.5% | +14.6% | +1.3% |
| YTD | +11.9% | +13.8% | -1.9% | +3.1% |
| 1Y | +13.1% | +13.4% | -0.4% | +4.0% |
| 3Y | +70.7% | +62.8% | +7.9% | +29.5% |
| 5Y | +31.8% | +28.5% | +3.3% | +6.2% |
| 10Y | +119.5% | +95.4% | +24.2% | +27.9% |
| All | +746.2% | +1,045.5% | -299.3% | +72.9% |
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