+734.5%
ES vs BWA
+3,492.4%
-2,757.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.0% |
| 7D | +0.3% | +5.7% | -5.4% | -0.5% |
| 30D | -2.0% | +1.4% | -3.4% | -2.3% |
| 3M | +1.7% | -12.1% | +13.8% | +3.1% |
| 6M | -3.5% | +28.6% | -32.1% | -7.6% |
| YTD | +7.9% | +51.1% | -43.2% | +0.5% |
| 1Y | +17.2% | +55.9% | -38.7% | +8.5% |
| 3Y | +29.3% | +70.1% | -40.8% | +16.8% |
| 5Y | -5.7% | +90.7% | -96.4% | -17.5% |
| 10Y | +85.2% | +154.0% | -68.8% | +47.8% |
| All | +734.5% | +3,492.4% | -2,757.8% | +344.6% |
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