+1,344.7%
EME vs BWA
+156.8%
+1,187.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.7% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | -6.3% | -2.9% | -3.4% | -5.3% |
| 3M | -3.8% | -10.7% | +7.0% | +0.8% |
| 6M | +8.5% | +26.5% | -18.0% | -2.1% |
| YTD | +27.8% | +49.1% | -21.3% | +6.0% |
| 1Y | +22.2% | +52.1% | -29.8% | -0.2% |
| 3Y | +253.5% | +72.6% | +180.9% | +163.6% |
| 5Y | +578.6% | +89.4% | +489.2% | +366.8% |
| All | +1,344.7% | +156.8% | +1,187.9% | +762.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling