+85.5%
DT vs BWA
+71.2%
+14.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -5.4% | +1.7% | -7.1% | -5.9% |
| 30D | -32.2% | -14.6% | -17.6% | -29.0% |
| 3M | -10.9% | -26.2% | +15.3% | -3.1% |
| 6M | +10.0% | -18.4% | +28.4% | +14.6% |
| YTD | +2.1% | +14.7% | -12.6% | -7.7% |
| 1Y | -5.5% | +13.3% | -18.8% | -14.3% |
| 3Y | -12.4% | +64.7% | -77.1% | -33.1% |
| 5Y | -39.7% | +32.2% | -71.9% | -51.5% |
| All | +85.5% | +71.2% | +14.3% | +6.8% |
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