+64.1%
DIA vs BWA
+88.6%
-24.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | +0.1% | +4.3% | -4.2% | -0.9% |
| 30D | -2.1% | -2.9% | +0.8% | -1.5% |
| 3M | +4.2% | -12.4% | +16.6% | +7.1% |
| 6M | +11.9% | +28.6% | -16.7% | +4.3% |
| YTD | +10.8% | +48.2% | -37.4% | -1.6% |
| 1Y | +17.5% | +50.9% | -33.4% | +3.6% |
| 3Y | +59.9% | +72.2% | -12.2% | +32.6% |
| 5Y | +64.1% | +91.1% | -26.9% | +25.5% |
| All | +64.1% | +88.6% | -24.5% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling