-35.6%
ELAN vs BWA
+88.8%
-124.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | -5.4% | -1.3% | -4.1% | -4.9% |
| 30D | +4.7% | -2.9% | +7.6% | +5.8% |
| 3M | -3.7% | -10.7% | +7.1% | +0.5% |
| 6M | -1.2% | +26.5% | -27.7% | -11.3% |
| YTD | +2.4% | +49.1% | -46.7% | -16.0% |
| 1Y | +23.4% | +52.1% | -28.7% | 0.0% |
| 3Y | +96.7% | +72.6% | +24.1% | +46.7% |
| 5Y | -30.6% | +89.4% | -120.0% | -51.4% |
| All | -35.6% | +88.8% | -124.4% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling