+236.1%
EW vs BWA
+95.2%
+140.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.2% |
| 7D | +9.3% | -2.4% | +11.7% | +9.8% |
| 30D | +22.1% | -17.7% | +39.8% | +27.5% |
| 3M | +13.0% | -27.0% | +40.0% | +21.1% |
| 6M | +30.1% | -17.3% | +47.4% | +34.1% |
| YTD | +22.0% | +12.9% | +9.1% | +14.8% |
| 1Y | +23.7% | +12.9% | +10.8% | +16.3% |
| 3Y | +62.0% | +62.1% | -0.1% | +34.8% |
| 5Y | -12.4% | +30.7% | -43.1% | -24.6% |
| 10Y | +236.1% | +89.2% | +146.9% | +144.5% |
| All | +236.1% | +95.2% | +140.8% | +144.5% |
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