-14.6%
EW vs BWA
+26.5%
-41.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.8% |
| 7D | +11.0% | -5.5% | +16.5% | +12.1% |
| 30D | +19.1% | -21.7% | +40.8% | +24.6% |
| 3M | +14.4% | -25.6% | +40.0% | +20.5% |
| 6M | +22.8% | -17.4% | +40.2% | +25.5% |
| YTD | +19.8% | +9.2% | +10.6% | +13.6% |
| 1Y | +23.9% | +9.7% | +14.2% | +17.3% |
| 3Y | +52.2% | +54.6% | -2.4% | +28.9% |
| All | -14.6% | +26.5% | -41.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling