+4,681.2%
DELL vs BWA
+161.3%
+4,520.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.3% |
| 7D | +14.9% | +5.7% | +9.2% | +12.4% |
| 30D | +13.3% | +1.4% | +11.9% | +12.7% |
| 3M | +24.4% | -12.1% | +36.5% | +31.3% |
| 6M | +258.0% | +28.6% | +229.4% | +222.8% |
| YTD | +320.2% | +51.1% | +269.1% | +246.4% |
| 1Y | +319.1% | +55.9% | +263.2% | +239.5% |
| 3Y | +706.5% | +70.1% | +636.4% | +508.7% |
| 5Y | +1,071.9% | +90.7% | +981.2% | +720.6% |
| 10Y | +4,683.5% | +154.0% | +4,529.5% | +2,619.7% |
| All | +4,681.2% | +161.3% | +4,520.0% | +2,572.7% |
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