+39.9%
ESI vs BWA
+53.1%
-13.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -3.8% | -5.6% | +1.8% | -1.4% |
| 3M | -13.1% | -10.7% | -2.4% | -9.0% |
| 6M | +11.3% | +23.2% | -11.8% | +2.9% |
| YTD | +44.1% | +46.0% | -1.9% | +15.5% |
| All | +39.9% | +53.1% | -13.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling