+0.6%
EMB vs BWA
+17.4%
-16.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | +0.7% | -9.9% | +10.6% | +1.2% |
| 30D | +2.3% | -16.4% | +18.7% | +3.1% |
| 3M | -2.5% | -19.8% | +17.3% | -1.6% |
| 6M | -1.1% | -10.0% | +8.9% | -0.8% |
| YTD | -0.6% | +12.7% | -13.3% | -1.8% |
| 1Y | +0.6% | +15.7% | -15.0% | -0.8% |
| All | +0.6% | +17.4% | -16.7% | -0.8% |
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