-28.3%
DOW vs BWA
+32.2%
-60.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.8% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | +15.7% | -14.6% | +30.3% | +22.0% |
| 3M | +5.3% | -26.2% | +31.5% | +16.5% |
| 6M | -14.2% | -18.4% | +4.2% | -10.1% |
| YTD | +43.9% | +14.7% | +29.2% | +25.1% |
| 1Y | +53.1% | +13.3% | +39.7% | +33.7% |
| 3Y | -21.8% | +64.7% | -86.5% | -44.3% |
| 5Y | -28.3% | +32.2% | -60.5% | -46.0% |
| All | -28.3% | +32.2% | -60.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling