+0.1%
DOW vs BWA
+70.4%
-70.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +5.2% | +4.3% | +1.0% | +2.9% |
| 30D | +13.2% | -13.0% | +26.2% | +20.7% |
| 3M | +10.1% | -24.8% | +34.9% | +25.1% |
| 6M | -13.1% | -23.5% | +10.4% | -3.9% |
| YTD | +46.1% | +13.8% | +32.3% | +24.0% |
| 1Y | +50.0% | +13.4% | +36.6% | +27.5% |
| 3Y | -20.2% | +62.8% | -83.0% | -46.8% |
| 5Y | -27.7% | +28.5% | -56.1% | -47.2% |
| All | +0.1% | +70.4% | -70.3% | -45.9% |
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