+59.9%
DIA vs BWA
+72.9%
-13.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +0.1% | +4.3% | -4.2% | -0.7% |
| 30D | -2.1% | -2.9% | +0.8% | -1.6% |
| 3M | +4.2% | -12.4% | +16.6% | +6.5% |
| 6M | +11.9% | +28.6% | -16.7% | +5.9% |
| YTD | +10.8% | +48.2% | -37.4% | +0.5% |
| 1Y | +17.5% | +50.9% | -33.4% | +6.0% |
| 3Y | +59.9% | +72.2% | -12.2% | +33.0% |
| All | +59.9% | +72.9% | -13.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling