+155.0%
ETSY vs BWA
+50.0%
+105.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -7.7% |
| 7D | -8.5% | +5.7% | -14.1% | -10.3% |
| 30D | -10.9% | +1.4% | -12.3% | -11.7% |
| 3M | +14.1% | -12.1% | +26.2% | +18.0% |
| 6M | +37.5% | +28.6% | +8.9% | +22.6% |
| YTD | +38.0% | +51.1% | -13.1% | +11.7% |
| 1Y | +46.5% | +55.9% | -9.3% | +16.8% |
| 3Y | +2.5% | +70.1% | -67.6% | -23.4% |
| 5Y | -65.3% | +90.7% | -156.0% | -75.5% |
| 10Y | +451.6% | +154.0% | +297.6% | +201.1% |
| All | +155.0% | +50.0% | +105.0% | +27.3% |
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