+238.8%
EQX vs BWA
+150.2%
+88.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | +7.8% | -2.9% | +10.7% | +8.4% |
| 3M | +21.3% | -10.7% | +32.1% | +24.2% |
| 6M | -22.4% | +26.5% | -48.9% | -26.0% |
| YTD | -11.3% | +49.1% | -60.4% | -18.6% |
| 1Y | +13.5% | +52.1% | -38.5% | +3.6% |
| 3Y | +162.1% | +72.6% | +89.6% | +129.3% |
| 5Y | +84.2% | +89.4% | -5.2% | +54.2% |
| All | +238.8% | +150.2% | +88.6% | +222.8% |
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 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