+706.7%
ETN vs BWA
+156.8%
+549.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | +3.5% | -1.3% | +4.9% | +4.2% |
| 30D | -7.5% | -2.9% | -4.6% | -6.3% |
| 3M | +8.3% | -10.7% | +19.0% | +14.0% |
| 6M | +20.2% | +26.5% | -6.3% | +7.7% |
| YTD | +34.7% | +49.1% | -14.4% | +10.3% |
| 1Y | +19.4% | +52.1% | -32.6% | -3.4% |
| 3Y | +85.5% | +72.6% | +12.9% | +36.3% |
| 5Y | +186.6% | +89.4% | +97.2% | +93.9% |
| All | +706.7% | +156.8% | +549.9% | +337.6% |
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