+1,332.0%
ET vs BWA
+424.0%
+908.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.5% | +4.3% | -1.7% | +1.1% |
| 30D | -2.5% | -13.0% | +10.6% | +1.7% |
| 3M | -4.9% | -24.8% | +20.0% | +3.6% |
| 6M | -0.1% | -23.5% | +23.4% | +7.2% |
| YTD | +26.2% | +13.8% | +12.4% | +16.1% |
| 1Y | +25.2% | +13.4% | +11.7% | +14.9% |
| 3Y | +84.2% | +62.8% | +21.4% | +45.2% |
| 5Y | +216.1% | +28.5% | +187.6% | +162.2% |
| 10Y | +160.7% | +95.4% | +65.3% | +80.0% |
| All | +1,332.0% | +424.0% | +908.1% | +616.3% |
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