+6,438.2%
EW vs BWA
+2,131.5%
+4,306.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.5% |
| 7D | -0.3% | +5.7% | -6.0% | -1.5% |
| 30D | +1.0% | +1.4% | -0.4% | +0.6% |
| 3M | +2.8% | -12.1% | +14.9% | +5.2% |
| 6M | +5.5% | +28.6% | -23.1% | -1.1% |
| YTD | +5.5% | +51.1% | -45.6% | -5.3% |
| 1Y | +11.0% | +55.9% | -44.8% | -1.2% |
| 3Y | +17.7% | +70.1% | -52.4% | +0.5% |
| 5Y | -25.7% | +90.7% | -116.4% | -39.2% |
| 10Y | +132.8% | +154.0% | -21.2% | +70.4% |
| All | +6,438.2% | +2,131.5% | +4,306.6% | +3,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling