+99.4%
DE vs BWA
+86.5%
+12.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +9.7% | -5.5% | +15.2% | +11.7% |
| 3M | +21.4% | -7.6% | +29.0% | +24.2% |
| 6M | +15.0% | +25.0% | -10.0% | +4.7% |
| YTD | +46.4% | +47.0% | -0.5% | +23.3% |
| 1Y | +45.6% | +54.0% | -8.4% | +19.9% |
| 3Y | +76.8% | +70.7% | +6.1% | +35.5% |
| 5Y | +99.4% | +86.7% | +12.7% | +39.1% |
| All | +99.4% | +86.5% | +12.9% | +39.1% |
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