+11,327.8%
DE vs BWA
+2,606.8%
+8,721.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | +4.3% | -4.0% | -1.4% |
| 30D | +3.6% | -13.0% | +16.6% | +9.2% |
| 3M | +10.2% | -24.8% | +35.1% | +22.7% |
| 6M | +16.6% | -23.5% | +40.1% | +27.8% |
| YTD | +45.8% | +13.8% | +32.0% | +33.2% |
| 1Y | +43.9% | +13.4% | +30.5% | +31.4% |
| 3Y | +89.6% | +62.8% | +26.8% | +45.6% |
| 5Y | +100.3% | +28.5% | +71.9% | +64.0% |
| 10Y | +760.8% | +95.4% | +665.4% | +458.1% |
| All | +11,327.8% | +2,606.8% | +8,721.0% | +2,725.6% |
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