+1,071.5%
DIS vs BWA
+3,492.4%
-2,420.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.6% |
| 7D | -2.6% | +5.7% | -8.2% | -4.4% |
| 30D | +3.5% | +1.4% | +2.1% | +2.6% |
| 3M | +6.8% | -12.1% | +18.9% | +10.5% |
| 6M | +3.0% | +28.6% | -25.6% | -7.0% |
| YTD | -6.7% | +51.1% | -57.8% | -21.6% |
| 1Y | -10.1% | +55.9% | -66.0% | -25.5% |
| 3Y | +33.0% | +70.1% | -37.1% | +4.2% |
| 5Y | -40.0% | +90.7% | -130.7% | -55.6% |
| 10Y | +21.1% | +154.0% | -132.9% | -24.5% |
| All | +1,071.5% | +3,492.4% | -2,420.8% | +247.4% |
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 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