+126.7%
EMB vs BWA
+194.6%
-67.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | +0.9% | -17.7% | +18.6% | +2.2% |
| 3M | -2.1% | -27.0% | +24.9% | 0.0% |
| 6M | -2.2% | -17.3% | +15.1% | -1.2% |
| YTD | -0.6% | +12.9% | -13.5% | -2.1% |
| 1Y | +0.2% | +12.9% | -12.7% | -1.3% |
| 3Y | +29.5% | +62.1% | -32.6% | +23.5% |
| 5Y | +8.0% | +30.7% | -22.7% | +3.7% |
| 10Y | +35.3% | +89.2% | -53.8% | +24.5% |
| All | +126.7% | +194.6% | -67.8% | +100.3% |
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