+86.3%
ESI vs BWA
+72.9%
+13.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.5% |
| 7D | +5.4% | +4.3% | +1.1% | +3.2% |
| 30D | -4.2% | -2.9% | -1.3% | -3.0% |
| 3M | -9.6% | -12.4% | +2.8% | -3.9% |
| 6M | +18.3% | +28.6% | -10.2% | +4.6% |
| YTD | +45.8% | +48.2% | -2.4% | +16.5% |
| 1Y | +39.2% | +50.9% | -11.8% | +9.9% |
| 3Y | +86.3% | +72.2% | +14.1% | +26.2% |
| All | +86.3% | +72.9% | +13.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling