+176.7%
DLR vs BWA
+142.7%
+34.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | -1.2% | -5.6% | +4.4% | -0.3% |
| 3M | +2.9% | -10.7% | +13.6% | +4.7% |
| 6M | +6.7% | +23.2% | -16.5% | +2.5% |
| YTD | +23.9% | +46.0% | -22.1% | +15.0% |
| 1Y | +18.6% | +51.2% | -32.5% | +9.3% |
| 3Y | +59.7% | +69.6% | -9.9% | +41.8% |
| 5Y | +42.1% | +86.6% | -44.5% | +22.3% |
| 10Y | +176.7% | +152.3% | +24.4% | +117.2% |
| All | +176.7% | +142.7% | +34.0% | +117.2% |
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