+65.8%
EMR vs BWA
+89.5%
-23.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -5.0% | -5.6% | +0.6% | -3.0% |
| 3M | +5.9% | -10.7% | +16.6% | +10.2% |
| 6M | +7.3% | +23.2% | -15.8% | -1.4% |
| YTD | +14.6% | +46.0% | -31.4% | -3.9% |
| 1Y | +15.6% | +51.2% | -35.5% | -4.7% |
| 3Y | +60.2% | +69.6% | -9.4% | +21.6% |
| 5Y | +65.8% | +86.6% | -20.7% | +14.8% |
| All | +65.8% | +89.5% | -23.6% | +14.8% |
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