+53,162.3%
EME vs BWA
+2,484.6%
+50,677.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +8.4% | +4.3% | +4.1% | +6.6% |
| 30D | -11.5% | -13.0% | +1.5% | -6.0% |
| 3M | -20.6% | -24.8% | +4.2% | -10.5% |
| 6M | -28.5% | -23.5% | -5.0% | -20.1% |
| YTD | +8.0% | +13.8% | -5.8% | +0.6% |
| 1Y | +6.8% | +13.4% | -6.7% | -0.6% |
| 3Y | +213.9% | +62.8% | +151.1% | +142.8% |
| 5Y | +414.8% | +28.5% | +386.3% | +325.0% |
| 10Y | +916.9% | +95.4% | +821.6% | +560.7% |
| All | +53,162.3% | +2,484.6% | +50,677.7% | +17,558.9% |
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