+35.0%
ELV vs BWA
+55.6%
-20.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.3% |
| 7D | +2.8% | -1.3% | +4.1% | +2.8% |
| 30D | +4.9% | -2.9% | +7.8% | +5.1% |
| 3M | +4.9% | -10.7% | +15.6% | +5.7% |
| 6M | +45.1% | +26.5% | +18.6% | +40.6% |
| YTD | +20.7% | +49.1% | -28.4% | +12.2% |
| 1Y | +35.0% | +52.1% | -17.0% | +25.0% |
| All | +35.0% | +55.6% | -20.6% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling