+851.5%
DE vs BWA
+156.8%
+694.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -2.6% | -1.3% | -1.2% | -2.0% |
| 30D | +9.0% | -2.9% | +12.0% | +10.1% |
| 3M | +19.1% | -10.7% | +29.9% | +24.2% |
| 6M | +14.4% | +26.5% | -12.1% | +2.0% |
| YTD | +45.9% | +49.1% | -3.2% | +19.0% |
| 1Y | +43.6% | +52.1% | -8.5% | +15.6% |
| 3Y | +75.9% | +72.6% | +3.3% | +29.6% |
| 5Y | +98.8% | +89.4% | +9.4% | +35.3% |
| All | +851.5% | +156.8% | +694.7% | +461.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling