-29.4%
EL vs BWA
+75.7%
-105.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.0% |
| 7D | +0.8% | +5.7% | -4.9% | -1.2% |
| 30D | +19.8% | +1.4% | +18.4% | +18.9% |
| 3M | +25.7% | -12.1% | +37.8% | +31.3% |
| 6M | +5.4% | +28.6% | -23.1% | -6.5% |
| YTD | +0.2% | +51.1% | -50.9% | -19.1% |
| 1Y | +20.4% | +55.9% | -35.4% | -4.7% |
| All | -29.4% | +75.7% | -105.1% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling