+30.4%
EMB vs BWA
+72.9%
-42.5%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +0.3% | +4.3% | -4.0% | 0.0% |
| 30D | -0.5% | -2.9% | +2.4% | -0.3% |
| 3M | +0.3% | -12.4% | +12.7% | +1.2% |
| 6M | +1.2% | +28.6% | -27.4% | -1.0% |
| YTD | +1.5% | +48.2% | -46.8% | -2.3% |
| 1Y | +4.8% | +50.9% | -46.1% | +0.7% |
| 3Y | +30.4% | +72.2% | -41.8% | +21.4% |
| All | +30.4% | +72.9% | -42.5% | +21.4% |
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