+9.7%
DLR vs BWA
+54.1%
-44.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.9% | -5.5% | +2.6% | -2.1% |
| 3M | +3.2% | -7.6% | +10.8% | +4.1% |
| 6M | +3.9% | +25.0% | -21.1% | 0.0% |
| YTD | +21.4% | +47.0% | -25.5% | +13.3% |
| 1Y | +9.7% | +54.0% | -44.3% | +1.7% |
| All | +9.7% | +54.1% | -44.4% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling