+47.0%
DD vs BWA
+72.9%
-25.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | -0.6% | +4.3% | -4.9% | -2.3% |
| 30D | -7.4% | -2.9% | -4.5% | -6.5% |
| 3M | -6.4% | -12.4% | +6.0% | -1.6% |
| 6M | -2.5% | +28.6% | -31.0% | -13.4% |
| YTD | +10.2% | +48.2% | -38.0% | -9.8% |
| 1Y | +36.9% | +50.9% | -14.0% | +10.9% |
| 3Y | +47.0% | +72.2% | -25.1% | +1.9% |
| All | +47.0% | +72.9% | -25.9% | +1.9% |
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 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