-67.4%
EL vs BWA
+88.6%
-156.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | +1.7% | +4.3% | -2.6% | -0.2% |
| 30D | +15.5% | -2.9% | +18.4% | +16.6% |
| 3M | +20.6% | -12.4% | +33.0% | +27.0% |
| 6M | +10.5% | +28.6% | -18.1% | -3.9% |
| YTD | -1.9% | +48.2% | -50.1% | -22.1% |
| 1Y | +16.1% | +50.9% | -34.8% | -9.2% |
| 3Y | -30.2% | +72.2% | -102.4% | -50.9% |
| 5Y | -67.4% | +91.1% | -158.4% | -79.7% |
| All | -67.4% | +88.6% | -156.0% | -79.7% |
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 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