+189.1%
DLR vs BWA
+89.5%
+99.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +0.8% |
| 7D | +0.3% | -2.4% | +2.8% | +0.8% |
| 30D | +1.2% | -17.7% | +18.9% | +4.5% |
| 3M | -4.8% | -27.0% | +22.2% | +0.2% |
| 6M | -6.1% | -17.3% | +11.2% | -3.6% |
| YTD | +19.3% | +12.9% | +6.5% | +15.6% |
| 1Y | +10.0% | +12.9% | -2.9% | +6.4% |
| 3Y | +53.8% | +62.1% | -8.3% | +37.9% |
| 5Y | +39.1% | +30.7% | +8.4% | +26.5% |
| All | +189.1% | +89.5% | +99.6% | +147.5% |
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