+2,513.0%
EMR vs BWA
+2,626.5%
-113.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -2.0% | +1.7% | -3.7% | -2.6% |
| 30D | +2.8% | -14.6% | +17.4% | +9.0% |
| 3M | +2.0% | -26.2% | +28.2% | +13.9% |
| 6M | +20.7% | -18.4% | +39.1% | +29.1% |
| YTD | +27.3% | +14.7% | +12.6% | +17.2% |
| 1Y | +31.0% | +13.3% | +17.7% | +21.1% |
| 3Y | +103.6% | +64.7% | +38.9% | +60.1% |
| 5Y | +88.6% | +32.2% | +56.4% | +56.6% |
| 10Y | +280.6% | +96.8% | +183.8% | +161.5% |
| All | +2,513.0% | +2,626.5% | -113.5% | +752.5% |
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 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