+224.6%
ESI vs BWA
+74.7%
+149.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +1.4% |
| 7D | +3.3% | +5.7% | -2.3% | +0.1% |
| 30D | -5.9% | +1.4% | -7.3% | -6.9% |
| 3M | -14.1% | -12.1% | -2.0% | -7.9% |
| 6M | +6.6% | +28.6% | -22.0% | -8.4% |
| YTD | +45.0% | +51.1% | -6.1% | +10.3% |
| 1Y | +41.5% | +55.9% | -14.4% | +5.4% |
| 3Y | +78.8% | +70.1% | +8.6% | +22.3% |
| 5Y | +70.9% | +90.7% | -19.8% | +5.8% |
| 10Y | +317.1% | +154.0% | +163.1% | +88.3% |
| All | +224.6% | +74.7% | +149.9% | +74.1% |
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