+43.4%
DLTR vs BWA
+156.8%
-113.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -10.1% | -1.3% | -8.8% | -9.7% |
| 30D | -8.1% | -2.9% | -5.2% | -7.5% |
| 3M | +2.9% | -10.7% | +13.6% | +5.6% |
| 6M | +4.3% | +26.5% | -22.1% | -3.6% |
| YTD | -3.9% | +49.1% | -53.0% | -16.2% |
| 1Y | +18.9% | +52.1% | -33.2% | +3.0% |
| 3Y | +1.9% | +72.6% | -70.7% | -16.8% |
| 5Y | +31.0% | +89.4% | -58.4% | +1.3% |
| All | +43.4% | +156.8% | -113.3% | -3.0% |
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