-64.8%
EL vs BWA
+34.0%
-98.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +0.5% |
| 7D | +8.0% | -0.6% | +8.6% | +8.2% |
| 30D | +15.4% | -16.1% | +31.5% | +24.0% |
| 3M | +28.5% | -24.6% | +53.1% | +43.7% |
| 6M | +32.2% | -15.7% | +47.9% | +38.6% |
| YTD | +9.2% | +15.1% | -5.9% | -4.4% |
| 1Y | +30.8% | +15.9% | +14.9% | +13.9% |
| 3Y | +3.7% | +67.1% | -63.4% | -27.4% |
| 5Y | -64.8% | +34.7% | -99.5% | -74.9% |
| All | -64.8% | +34.0% | -98.7% | -74.9% |
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 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