-25.6%
EFX vs BWA
+59.1%
-84.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.1% | -6.1% |
| 7D | -8.6% | +5.7% | -14.3% | -8.1% |
| 30D | +0.1% | +1.4% | -1.3% | +0.3% |
| 3M | +3.8% | -12.1% | +15.9% | +4.2% |
| 6M | -13.5% | +28.6% | -42.1% | -14.0% |
| YTD | -17.7% | +51.1% | -68.8% | -24.2% |
| 1Y | -25.6% | +55.9% | -81.4% | -33.2% |
| All | -25.6% | +59.1% | -84.6% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling