-30.4%
ELAN vs BWA
+87.2%
-117.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 3M | -3.7% | -10.7% | +7.1% | +0.8% |
| 6M | -1.2% | +26.5% | -27.7% | -11.9% |
| YTD | +2.4% | +49.1% | -46.7% | -17.4% |
| 1Y | +23.4% | +52.1% | -28.7% | -1.8% |
| 3Y | +96.7% | +72.6% | +24.1% | +41.2% |
| All | -30.4% | +87.2% | -117.6% | -54.9% |
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