+2,662.4%
DELL vs BWA
+94.2%
+2,568.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.1% |
| 7D | +4.9% | +4.3% | +0.6% | +3.0% |
| 30D | -32.1% | -13.0% | -19.1% | -27.3% |
| 3M | -30.2% | -24.8% | -5.4% | -20.1% |
| 6M | +41.7% | -23.5% | +65.2% | +60.7% |
| YTD | +176.6% | +13.8% | +162.7% | +160.2% |
| 1Y | +159.9% | +13.4% | +146.5% | +144.6% |
| 3Y | +388.0% | +62.8% | +325.2% | +281.7% |
| 5Y | +578.2% | +28.5% | +549.7% | +468.0% |
| All | +2,662.4% | +94.2% | +2,568.1% | +1,742.8% |
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