+142.8%
EFA vs BWA
+156.8%
-14.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -1.7% | -2.9% | +1.3% | -0.9% |
| 3M | +3.5% | -10.7% | +14.2% | +6.6% |
| 6M | +9.5% | +26.5% | -17.0% | +1.4% |
| YTD | +12.9% | +49.1% | -36.2% | -1.5% |
| 1Y | +18.2% | +52.1% | -33.9% | +2.3% |
| 3Y | +64.8% | +72.6% | -7.7% | +33.8% |
| 5Y | +53.9% | +89.4% | -35.5% | +18.3% |
| All | +142.8% | +156.8% | -14.0% | +61.9% |
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 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