+105.8%
DAL vs BWA
+91.4%
+14.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.3% |
| 7D | +0.1% | +5.7% | -5.5% | -2.9% |
| 30D | -13.9% | +1.4% | -15.3% | -14.9% |
| 3M | +1.1% | -12.1% | +13.2% | +7.5% |
| 6M | +26.2% | +28.6% | -2.3% | +7.0% |
| YTD | +16.4% | +51.1% | -34.7% | -14.3% |
| 1Y | +33.9% | +55.9% | -22.0% | -4.1% |
| 3Y | +93.4% | +70.1% | +23.2% | +25.6% |
| All | +105.8% | +91.4% | +14.5% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling