+2,385.0%
ELV vs BWA
+1,743.1%
+641.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -0.3% | +4.3% | -4.6% | -1.4% |
| 30D | +2.0% | -2.9% | +4.9% | +2.5% |
| 3M | -3.5% | -12.4% | +8.9% | -0.6% |
| 6M | +40.2% | +28.6% | +11.6% | +29.8% |
| YTD | +15.8% | +48.2% | -32.4% | +2.3% |
| 1Y | +33.2% | +50.9% | -17.8% | +16.8% |
| 3Y | -6.2% | +72.2% | -78.4% | -22.8% |
| 5Y | +16.4% | +91.1% | -74.6% | -9.9% |
| 10Y | +259.8% | +144.0% | +115.7% | +143.3% |
| All | +2,385.0% | +1,743.1% | +641.9% | +789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling