+11,422.3%
DE vs BWA
+3,424.3%
+7,998.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.1% |
| 7D | +0.7% | +4.3% | -3.6% | -1.0% |
| 30D | +9.6% | -2.9% | +12.5% | +10.7% |
| 3M | +19.0% | -12.4% | +31.4% | +24.8% |
| 6M | +16.1% | +28.6% | -12.5% | +3.2% |
| YTD | +47.0% | +48.2% | -1.2% | +21.5% |
| 1Y | +43.1% | +50.9% | -7.8% | +16.9% |
| 3Y | +77.5% | +72.2% | +5.3% | +33.4% |
| 5Y | +96.4% | +91.1% | +5.3% | +37.3% |
| 10Y | +852.9% | +144.0% | +708.9% | +466.3% |
| All | +11,422.3% | +3,424.3% | +7,998.0% | +2,476.4% |
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