+53.7%
EFA vs BWA
+85.3%
-31.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -1.3% | -5.6% | +4.2% | +0.1% |
| 3M | +5.2% | -10.7% | +15.9% | +8.2% |
| 6M | +9.4% | +23.2% | -13.8% | +2.4% |
| YTD | +12.7% | +46.0% | -33.3% | -0.7% |
| 1Y | +19.3% | +51.2% | -31.9% | +3.7% |
| 3Y | +66.3% | +69.6% | -3.2% | +36.3% |
| All | +53.7% | +85.3% | -31.6% | +15.4% |
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