+60.1%
DIA vs BWA
+65.2%
-5.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.0% |
| 30D | +1.3% | -14.6% | +15.9% | +4.3% |
| 3M | -2.1% | -26.2% | +24.2% | +3.6% |
| 6M | +6.2% | -18.4% | +24.6% | +9.5% |
| YTD | +10.3% | +14.7% | -4.3% | +3.8% |
| 1Y | +11.0% | +13.3% | -2.3% | +4.6% |
| All | +60.1% | +65.2% | -5.1% | +33.8% |
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 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