-10.8%
DOW vs BWA
+126.1%
-137.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.4% |
| 7D | -2.4% | +5.7% | -8.1% | -5.2% |
| 30D | +0.4% | +1.4% | -1.0% | -0.8% |
| 3M | -14.4% | -12.1% | -2.3% | -9.7% |
| 6M | -7.0% | +28.6% | -35.5% | -21.9% |
| YTD | +30.2% | +51.1% | -20.9% | -3.0% |
| 1Y | +29.2% | +55.9% | -26.7% | -5.8% |
| 3Y | -36.7% | +70.1% | -106.8% | -57.7% |
| 5Y | -37.7% | +90.7% | -128.4% | -63.1% |
| All | -10.8% | +126.1% | -137.0% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling