+1,737.2%
EQT vs BWA
+3,394.0%
-1,656.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +1.1% | -5.5% | +6.6% | +2.6% |
| 3M | +4.8% | -7.6% | +12.4% | +6.6% |
| 6M | -10.6% | +25.0% | -35.5% | -17.8% |
| YTD | +3.4% | +47.0% | -43.5% | -10.6% |
| 1Y | +8.7% | +54.0% | -45.3% | -7.7% |
| 3Y | +35.0% | +70.7% | -35.7% | +7.9% |
| 5Y | +204.2% | +86.7% | +117.6% | +133.4% |
| 10Y | +52.5% | +154.0% | -101.5% | +0.7% |
| All | +1,737.2% | +3,394.0% | -1,656.7% | +602.2% |
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