+173.8%
ET vs BWA
+156.8%
+17.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | +0.2% | -1.3% | +1.6% | +0.7% |
| 30D | +2.9% | -2.9% | +5.8% | +3.7% |
| 3M | +16.8% | -10.7% | +27.5% | +20.7% |
| 6M | +18.9% | +26.5% | -7.6% | +7.2% |
| YTD | +37.7% | +49.1% | -11.4% | +14.4% |
| 1Y | +32.4% | +52.1% | -19.6% | +8.6% |
| 3Y | +99.5% | +72.6% | +26.9% | +49.6% |
| 5Y | +244.0% | +89.4% | +154.6% | +137.7% |
| All | +173.8% | +156.8% | +17.0% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling