+424.6%
ETSY vs BWA
+156.8%
+267.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.1% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | -8.6% | -2.9% | -5.7% | -8.1% |
| 3M | +4.8% | -10.7% | +15.5% | +8.0% |
| 6M | +38.1% | +26.5% | +11.6% | +24.0% |
| YTD | +31.2% | +49.1% | -17.9% | +6.6% |
| 1Y | +22.1% | +52.1% | -30.0% | -2.0% |
| 3Y | +12.2% | +72.6% | -60.3% | -17.0% |
| 5Y | -66.5% | +89.4% | -155.9% | -76.4% |
| All | +424.6% | +156.8% | +267.8% | +174.8% |
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