+277.4%
EMR vs BWA
+142.7%
+134.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -5.0% | -5.6% | +0.6% | -2.6% |
| 3M | +5.9% | -10.7% | +16.6% | +11.1% |
| 6M | +7.3% | +23.2% | -15.8% | -3.4% |
| YTD | +14.6% | +46.0% | -31.4% | -7.4% |
| 1Y | +15.6% | +51.2% | -35.5% | -8.4% |
| 3Y | +60.2% | +69.6% | -9.4% | +16.0% |
| 5Y | +65.8% | +86.6% | -20.7% | +9.5% |
| 10Y | +277.4% | +152.3% | +125.1% | +97.5% |
| All | +277.4% | +142.7% | +134.7% | +97.5% |
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