+32.8%
DIS vs BWA
+72.9%
-40.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -1.9% |
| 30D | +0.1% | -2.9% | +3.0% | +0.5% |
| 3M | +7.1% | -12.4% | +19.5% | +9.6% |
| 6M | +4.3% | +28.6% | -24.3% | -2.5% |
| YTD | -6.9% | +48.2% | -55.2% | -17.8% |
| 1Y | -10.3% | +50.9% | -61.2% | -21.4% |
| 3Y | +32.8% | +72.2% | -39.3% | +4.4% |
| All | +32.8% | +72.9% | -40.1% | +4.4% |
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