+8.0%
EW vs BWA
+48.6%
-40.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -6.4% | -5.6% | -0.8% | -5.9% |
| 3M | -1.6% | -10.7% | +9.1% | -0.4% |
| 6M | +2.3% | +23.2% | -20.9% | -1.8% |
| YTD | +1.1% | +46.0% | -44.9% | -6.4% |
| 1Y | +8.0% | +51.2% | -43.2% | -1.1% |
| All | +8.0% | +48.6% | -40.7% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling