+18.1%
EW vs BWA
+75.7%
-57.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.2% |
| 7D | -0.3% | +5.7% | -6.0% | -1.0% |
| 30D | +1.0% | +1.4% | -0.4% | +0.8% |
| 3M | +2.8% | -12.1% | +14.9% | +4.3% |
| 6M | +5.5% | +28.6% | -23.1% | +1.4% |
| YTD | +5.5% | +51.1% | -45.6% | -1.2% |
| 1Y | +11.0% | +55.9% | -44.8% | +3.5% |
| All | +18.1% | +75.7% | -57.6% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling