-30.8%
EFX vs BWA
+54.1%
-84.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -11.1% | -0.1% | -11.1% | -11.1% |
| 30D | -7.4% | -5.5% | -1.9% | -7.8% |
| 3M | +1.5% | -7.6% | +9.1% | +1.6% |
| 6M | -13.7% | +25.0% | -38.7% | -14.3% |
| YTD | -21.9% | +47.0% | -68.8% | -28.0% |
| 1Y | -30.8% | +54.0% | -84.8% | -37.9% |
| All | -30.8% | +54.1% | -84.9% | -37.9% |
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 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