+161.0%
DAL vs BWA
+64.0%
+97.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.1% | +4.3% | -5.4% | -2.9% |
| 30D | +12.8% | -13.0% | +25.8% | +19.9% |
| 3M | -5.3% | -24.8% | +19.5% | +7.3% |
| 6M | +22.4% | -23.5% | +45.9% | +35.8% |
| YTD | +25.6% | +13.8% | +11.8% | +7.3% |
| 1Y | +45.5% | +13.4% | +32.1% | +24.4% |
| 3Y | +161.0% | +62.8% | +98.2% | +66.7% |
| All | +161.0% | +64.0% | +97.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling