-2.1%
ELV vs BWA
+64.0%
-66.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.0% | +4.3% | -3.3% | +0.7% |
| 30D | +0.4% | -13.0% | +13.4% | +1.3% |
| 3M | +8.4% | -24.8% | +33.2% | +10.6% |
| 6M | +8.4% | -23.5% | +31.9% | +10.2% |
| YTD | +24.4% | +13.8% | +10.5% | +21.2% |
| 1Y | +33.5% | +13.4% | +20.1% | +29.9% |
| 3Y | -2.1% | +62.8% | -64.8% | -5.5% |
| All | -2.1% | +64.0% | -66.1% | -5.5% |
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