+1,732.8%
EL vs BWA
+2,009.1%
-276.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.6% | +1.2% |
| 7D | +8.0% | -0.6% | +8.6% | +8.1% |
| 30D | +15.4% | -16.1% | +31.5% | +21.5% |
| 3M | +28.5% | -24.6% | +53.1% | +39.2% |
| 6M | +32.2% | -15.7% | +47.9% | +37.4% |
| YTD | +9.2% | +15.1% | -5.9% | +1.8% |
| 1Y | +30.8% | +15.9% | +14.9% | +21.6% |
| 3Y | +3.7% | +67.1% | -63.4% | -14.3% |
| 5Y | -64.8% | +34.7% | -99.5% | -69.4% |
| 10Y | +60.0% | +99.5% | -39.5% | +16.3% |
| All | +1,732.8% | +2,009.1% | -276.2% | +498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling