+1,198.8%
DIS vs BWA
+2,496.1%
-1,297.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.3% |
| 7D | +5.2% | -5.5% | +10.7% | +7.1% |
| 30D | +11.5% | -21.7% | +33.2% | +20.6% |
| 3M | +11.5% | -25.6% | +37.2% | +22.0% |
| 6M | +8.9% | -17.4% | +26.3% | +13.6% |
| YTD | +3.4% | +9.2% | -5.8% | -3.7% |
| 1Y | +7.2% | +9.7% | -2.5% | -0.5% |
| 3Y | +43.3% | +54.6% | -11.3% | +15.6% |
| 5Y | -31.4% | +26.8% | -58.2% | -42.1% |
| 10Y | +37.1% | +89.0% | -51.9% | -6.1% |
| All | +1,198.8% | +2,496.1% | -1,297.3% | +326.7% |
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