-7.5%
ELV vs BWA
+67.1%
-74.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.2% | -5.6% | +5.4% | +0.2% |
| 3M | -6.1% | -10.7% | +4.6% | -5.4% |
| 6M | +42.8% | +23.2% | +19.7% | +39.8% |
| YTD | +14.4% | +46.0% | -31.6% | +10.0% |
| 1Y | +28.6% | +51.2% | -22.6% | +23.3% |
| All | -7.5% | +67.1% | -74.7% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling