+75.8%
ESI vs BWA
+89.5%
-13.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -3.8% | -5.6% | +1.8% | -1.0% |
| 3M | -13.1% | -10.7% | -2.4% | -7.9% |
| 6M | +11.3% | +23.2% | -11.8% | -1.0% |
| YTD | +44.1% | +46.0% | -1.9% | +13.5% |
| 1Y | +40.3% | +51.2% | -10.8% | +8.1% |
| 3Y | +84.1% | +69.6% | +14.5% | +28.1% |
| 5Y | +75.8% | +86.6% | -10.8% | +8.2% |
| All | +75.8% | +89.5% | -13.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling