+125.6%
EW vs BWA
+142.7%
-17.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -6.4% | -5.6% | -0.8% | -5.2% |
| 3M | -1.6% | -10.7% | +9.1% | +0.7% |
| 6M | +2.3% | +23.2% | -20.9% | -4.0% |
| YTD | +1.1% | +46.0% | -44.9% | -10.0% |
| 1Y | +8.0% | +51.2% | -43.2% | -5.0% |
| 3Y | +16.3% | +69.6% | -53.2% | -3.1% |
| 5Y | -29.4% | +86.6% | -116.0% | -44.2% |
| 10Y | +125.6% | +152.3% | -26.7% | +54.2% |
| All | +125.6% | +142.7% | -17.1% | +54.2% |
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