+96.3%
BWA vs DAR
+311.7%
-215.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +4.3% | +11.6% | -7.3% | 0.0% |
| 30D | -13.0% | -10.2% | -2.8% | -9.5% |
| 3M | -24.8% | -14.8% | -10.0% | -20.7% |
| 6M | -23.5% | -10.1% | -13.4% | -21.5% |
| YTD | +13.8% | +55.5% | -41.7% | -6.4% |
| 1Y | +13.4% | +61.7% | -48.2% | -8.2% |
| 3Y | +62.8% | +37.2% | +25.6% | +32.5% |
| 5Y | +28.5% | -26.9% | +55.4% | +30.9% |
| All | +96.3% | +311.7% | -215.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling