+122.8%
DAL vs BWA
+84.4%
+38.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.6% |
| 7D | +8.8% | -5.5% | +14.3% | +12.3% |
| 30D | +5.4% | -21.7% | +27.1% | +21.2% |
| 3M | -4.9% | -25.6% | +20.7% | +11.8% |
| 6M | +19.8% | -17.4% | +37.3% | +30.2% |
| YTD | +27.0% | +9.2% | +17.8% | +11.7% |
| 1Y | +52.5% | +9.7% | +42.7% | +33.5% |
| 3Y | +173.8% | +54.6% | +119.2% | +87.7% |
| 5Y | +104.5% | +26.8% | +77.8% | +54.0% |
| All | +122.8% | +84.4% | +38.4% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling