+2,241.1%
ETR vs BWA
+2,606.8%
-365.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.5% | +4.3% | -3.7% | -0.1% |
| 30D | +6.4% | -13.0% | +19.4% | +8.5% |
| 3M | +4.0% | -24.8% | +28.8% | +8.2% |
| 6M | -0.5% | -23.5% | +23.0% | +2.9% |
| YTD | +22.4% | +13.8% | +8.6% | +18.3% |
| 1Y | +19.9% | +13.4% | +6.4% | +15.7% |
| 3Y | +154.7% | +62.8% | +92.0% | +129.6% |
| 5Y | +158.1% | +28.5% | +129.6% | +137.4% |
| 10Y | +374.2% | +95.4% | +278.8% | +289.5% |
| All | +2,241.1% | +2,606.8% | -365.7% | +1,211.1% |
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