+730.0%
ES vs BWA
+2,496.1%
-1,766.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.3% |
| 7D | +1.9% | -5.5% | +7.3% | +2.6% |
| 30D | +7.1% | -21.7% | +28.8% | +10.6% |
| 3M | -1.9% | -25.6% | +23.7% | +1.8% |
| 6M | +4.4% | -17.4% | +21.8% | +6.3% |
| YTD | +7.3% | +9.2% | -1.9% | +4.3% |
| 1Y | +2.1% | +9.7% | -7.6% | -0.9% |
| 3Y | +41.8% | +54.6% | -12.8% | +29.7% |
| 5Y | +1.4% | +26.8% | -25.3% | -6.1% |
| 10Y | +86.8% | +89.0% | -2.2% | +54.9% |
| All | +730.0% | +2,496.1% | -1,766.2% | +361.5% |
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