+102.9%
DAL vs BWA
+26.5%
+76.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.7% |
| 7D | +8.8% | -5.5% | +14.3% | +12.0% |
| 30D | +5.4% | -21.7% | +27.1% | +20.1% |
| 3M | -4.9% | -25.6% | +20.7% | +10.7% |
| 6M | +19.8% | -17.4% | +37.3% | +29.2% |
| YTD | +27.0% | +9.2% | +17.8% | +10.5% |
| 1Y | +52.5% | +9.7% | +42.7% | +31.9% |
| 3Y | +173.8% | +54.6% | +119.2% | +81.0% |
| All | +102.9% | +26.5% | +76.4% | +43.4% |
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