-67.0%
ETSY vs BWA
+86.5%
-153.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -12.7% | -0.1% | -12.7% | -12.8% |
| 30D | -9.9% | -5.5% | -4.5% | -8.5% |
| 3M | +4.2% | -7.6% | +11.8% | +6.1% |
| 6M | +34.2% | +25.0% | +9.2% | +19.1% |
| YTD | +29.1% | +47.0% | -17.8% | +0.6% |
| 1Y | +23.8% | +54.0% | -30.2% | -6.5% |
| 3Y | +6.6% | +70.7% | -64.0% | -26.6% |
| 5Y | -67.0% | +86.7% | -153.7% | -80.7% |
| All | -67.0% | +86.5% | -153.5% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling