-8.1%
EFX vs BWA
+12.3%
-20.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | +4.3% | -5.0% | -0.2% |
| 30D | +25.1% | -13.0% | +38.1% | +23.2% |
| 3M | +1.7% | -24.8% | +26.5% | -1.6% |
| 6M | +18.4% | -23.5% | +41.9% | +15.0% |
| YTD | -12.5% | +13.8% | -26.4% | -20.7% |
| 1Y | -8.1% | +13.4% | -21.5% | -16.6% |
| All | -8.1% | +12.3% | -20.3% | -16.6% |
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