-34.6%
DOW vs BWA
+72.9%
-107.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | -2.9% | +4.3% | -7.2% | -4.3% |
| 30D | +2.0% | -2.9% | +4.9% | +2.8% |
| 3M | -12.5% | -12.4% | -0.1% | -8.9% |
| 6M | -9.2% | +28.6% | -37.8% | -19.8% |
| YTD | +30.8% | +48.2% | -17.5% | +4.6% |
| 1Y | +29.4% | +50.9% | -21.5% | +2.2% |
| 3Y | -34.6% | +72.2% | -106.7% | -56.4% |
| All | -34.6% | +72.9% | -107.5% | -56.4% |
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