+973.4%
DD vs BWA
+3,492.4%
-2,518.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.9% |
| 7D | -3.5% | +5.7% | -9.2% | -5.8% |
| 30D | -10.3% | +1.4% | -11.7% | -11.1% |
| 3M | -7.5% | -12.1% | +4.5% | -2.9% |
| 6M | -8.0% | +28.6% | -36.6% | -18.5% |
| YTD | +10.5% | +51.1% | -40.6% | -10.0% |
| 1Y | +38.3% | +55.9% | -17.6% | +10.9% |
| 3Y | +42.5% | +70.1% | -27.6% | +7.3% |
| 5Y | +60.2% | +90.7% | -30.5% | +12.6% |
| 10Y | +68.9% | +154.0% | -85.1% | -0.5% |
| All | +973.4% | +3,492.4% | -2,518.9% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling