+23.0%
DLTR vs BWA
+64.0%
-41.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +5.3% | +4.3% | +1.0% | +4.3% |
| 30D | +13.4% | -13.0% | +26.4% | +16.9% |
| 3M | +6.6% | -24.8% | +31.4% | +13.5% |
| 6M | +59.1% | -23.5% | +82.6% | +67.5% |
| YTD | +12.3% | +13.8% | -1.6% | +2.6% |
| 1Y | +33.9% | +13.4% | +20.4% | +22.3% |
| 3Y | +23.0% | +62.8% | -39.8% | -3.4% |
| All | +23.0% | +64.0% | -41.0% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling