-36.6%
DT vs BWA
+27.4%
-64.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.1% | +4.3% | -1.1% | +1.9% |
| 30D | -29.5% | -13.0% | -16.5% | -26.8% |
| 3M | -11.7% | -24.8% | +13.1% | -5.0% |
| 6M | +29.0% | -23.5% | +52.5% | +36.9% |
| YTD | +3.4% | +13.8% | -10.5% | -7.5% |
| 1Y | -4.2% | +13.4% | -17.7% | -14.3% |
| 3Y | -12.8% | +62.8% | -75.6% | -36.0% |
| All | -36.6% | +27.4% | -64.0% | -53.9% |
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 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