+37.2%
DIS vs BWA
+64.0%
-26.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | +4.3% | -2.4% | +1.1% |
| 30D | +9.2% | -13.0% | +22.2% | +11.9% |
| 3M | +13.5% | -24.8% | +38.3% | +19.4% |
| 6M | +14.3% | -23.5% | +37.8% | +18.9% |
| YTD | +5.4% | +13.8% | -8.5% | -4.2% |
| 1Y | +12.2% | +13.4% | -1.3% | +2.0% |
| 3Y | +37.2% | +62.8% | -25.6% | +4.4% |
| All | +37.2% | +64.0% | -26.8% | +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