-36.6%
EFX vs BWA
+89.5%
-126.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.7% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -6.9% | -5.6% | -1.3% | -5.8% |
| 3M | +0.1% | -10.7% | +10.8% | +2.4% |
| 6M | -17.3% | +23.2% | -40.5% | -23.9% |
| YTD | -21.8% | +46.0% | -67.8% | -33.7% |
| 1Y | -32.5% | +51.2% | -83.7% | -43.7% |
| 3Y | -12.3% | +69.6% | -81.9% | -32.1% |
| 5Y | -36.6% | +86.6% | -123.2% | -55.6% |
| All | -36.6% | +89.5% | -126.1% | -55.6% |
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 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