+38.9%
EFX vs BWA
+153.1%
-114.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -11.1% | -0.1% | -11.1% | -11.2% |
| 30D | -7.4% | -5.5% | -1.9% | -6.3% |
| 3M | +1.5% | -7.6% | +9.1% | +2.8% |
| 6M | -13.7% | +25.0% | -38.7% | -20.4% |
| YTD | -21.9% | +47.0% | -68.8% | -32.4% |
| 1Y | -30.8% | +54.0% | -84.8% | -41.1% |
| 3Y | -12.4% | +70.7% | -83.0% | -29.4% |
| 5Y | -35.9% | +86.7% | -122.6% | -50.8% |
| All | +38.9% | +153.1% | -114.2% | -4.7% |
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