+6,438.2%
EW vs BP
+216.1%
+6,222.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | +3.9% | -4.3% | -1.2% |
| 30D | +1.0% | +7.6% | -6.6% | -0.7% |
| 3M | +2.8% | +0.7% | +2.1% | +2.2% |
| 6M | +5.5% | +15.5% | -10.0% | +1.2% |
| YTD | +5.5% | +30.8% | -25.4% | -1.9% |
| 1Y | +11.0% | +34.3% | -23.3% | +2.4% |
| 3Y | +17.7% | +35.1% | -17.4% | +6.6% |
| 5Y | -25.7% | +126.8% | -152.6% | -42.4% |
| 10Y | +132.8% | +123.4% | +9.4% | +71.7% |
| All | +6,438.2% | +216.1% | +6,222.1% | +3,959.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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