+115.6%
DT vs BWA
+119.3%
-3.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | +3.5% | -5.5% | +9.0% | +5.1% |
| 3M | +26.7% | -7.6% | +34.3% | +29.0% |
| 6M | +36.1% | +25.0% | +11.2% | +23.9% |
| YTD | +18.6% | +47.0% | -28.3% | +0.1% |
| 1Y | +7.9% | +54.0% | -46.1% | -10.8% |
| 3Y | +8.6% | +70.7% | -62.1% | -16.3% |
| 5Y | -26.7% | +86.7% | -113.3% | -47.0% |
| All | +115.6% | +119.3% | -3.7% | +15.8% |
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