+18.9%
DLTR vs BWA
+55.6%
-36.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -10.1% | -1.3% | -8.8% | -9.9% |
| 30D | -8.1% | -2.9% | -5.2% | -7.7% |
| 3M | +2.9% | -10.7% | +13.6% | +5.4% |
| 6M | +4.3% | +26.5% | -22.1% | -3.0% |
| YTD | -3.9% | +49.1% | -53.0% | -18.0% |
| 1Y | +18.9% | +52.1% | -33.2% | -0.4% |
| All | +18.9% | +55.6% | -36.7% | -0.4% |
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