+1,129.1%
DIA vs BWA
+1,508.4%
-379.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | -0.2% | +5.7% | -5.8% | -1.8% |
| 30D | -1.5% | +1.4% | -2.9% | -2.1% |
| 3M | +3.8% | -12.1% | +15.8% | +7.2% |
| 6M | +10.3% | +28.6% | -18.3% | +1.0% |
| YTD | +12.1% | +51.1% | -39.0% | -3.5% |
| 1Y | +18.6% | +55.9% | -37.2% | +0.9% |
| 3Y | +60.6% | +70.1% | -9.5% | +29.5% |
| 5Y | +64.4% | +90.7% | -26.3% | +24.7% |
| 10Y | +250.1% | +154.0% | +96.1% | +128.0% |
| All | +1,129.1% | +1,508.4% | -379.3% | +256.8% |
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 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