+103.2%
EMR vs BWA
+64.3%
+38.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.7% | +7.3% | -4.6% | +0.1% |
| 30D | +2.1% | -15.8% | +17.9% | +8.4% |
| 3M | +2.3% | -25.7% | +28.0% | +13.3% |
| 6M | +22.5% | -19.6% | +42.1% | +31.2% |
| YTD | +27.2% | +14.1% | +13.1% | +15.2% |
| 1Y | +28.0% | +12.2% | +15.9% | +16.7% |
| All | +103.2% | +64.3% | +38.9% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling