+3,922.7%
DELL vs BWA
+153.1%
+3,769.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.6% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +14.9% | -5.5% | +20.4% | +17.6% |
| 3M | +37.2% | -7.6% | +44.8% | +41.6% |
| 6M | +254.0% | +25.0% | +229.0% | +222.9% |
| YTD | +306.1% | +47.0% | +259.2% | +238.7% |
| 1Y | +312.3% | +54.0% | +258.3% | +235.6% |
| 3Y | +654.0% | +70.7% | +583.3% | +467.8% |
| 5Y | +1,055.3% | +86.7% | +968.7% | +716.0% |
| All | +3,922.7% | +153.1% | +3,769.6% | +2,228.1% |
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 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