+32.9%
DIS vs BWA
+92.6%
-59.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +0.6% | +1.7% | -1.1% | -0.1% |
| 30D | +10.3% | -14.6% | +24.9% | +15.7% |
| 3M | +15.6% | -26.2% | +41.8% | +26.5% |
| 6M | +15.1% | -18.4% | +33.6% | +20.5% |
| YTD | +6.0% | +14.7% | -8.7% | -4.0% |
| 1Y | +5.7% | +13.3% | -7.7% | -3.9% |
| 3Y | +39.8% | +64.7% | -24.9% | +7.6% |
| 5Y | -23.9% | +32.2% | -56.0% | -38.4% |
| 10Y | +32.9% | +96.8% | -63.8% | -12.8% |
| All | +32.9% | +92.6% | -59.6% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling