+570.7%
EME vs BWA
+87.2%
+483.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.8% |
| 7D | +3.5% | -1.3% | +4.8% | +4.0% |
| 30D | -6.3% | -2.9% | -3.4% | -5.4% |
| 3M | -3.8% | -10.7% | +7.0% | 0.0% |
| 6M | +8.5% | +26.5% | -18.0% | -0.2% |
| YTD | +27.8% | +49.1% | -21.3% | +9.7% |
| 1Y | +22.2% | +52.1% | -29.8% | +3.8% |
| 3Y | +253.5% | +72.6% | +180.9% | +177.2% |
| All | +570.7% | +87.2% | +483.5% | +389.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling