+432.5%
EWZ vs BWA
+2,146.4%
-1,713.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.9% |
| 7D | +6.5% | +5.7% | +0.8% | +3.9% |
| 30D | +4.8% | +1.4% | +3.4% | +3.9% |
| 3M | +9.9% | -12.1% | +22.0% | +15.5% |
| 6M | +1.9% | +28.6% | -26.6% | -10.6% |
| YTD | +20.3% | +51.1% | -30.8% | -3.6% |
| 1Y | +35.6% | +55.9% | -20.3% | +6.6% |
| 3Y | +43.4% | +70.1% | -26.7% | +3.9% |
| 5Y | +55.9% | +90.7% | -34.7% | +2.0% |
| 10Y | +84.2% | +154.0% | -69.8% | -3.9% |
| All | +432.5% | +2,146.4% | -1,713.8% | -2.8% |
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