-14.1%
DOW vs BWA
-18.7%
+4.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.8% |
| 7D | +3.7% | +7.3% | -3.6% | +4.6% |
| 30D | +16.3% | -15.8% | +32.1% | +13.6% |
| 3M | +9.7% | -25.7% | +35.4% | +6.1% |
| 6M | -14.1% | -19.6% | +5.5% | -15.9% |
| All | -14.1% | -18.7% | +4.6% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling