+117.6%
DT vs BWA
+125.5%
-7.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.5% |
| 7D | -3.3% | +5.7% | -9.0% | -4.9% |
| 30D | +2.0% | +1.4% | +0.6% | +1.3% |
| 3M | +20.0% | -12.1% | +32.1% | +24.0% |
| 6M | +39.3% | +28.6% | +10.7% | +25.7% |
| YTD | +19.8% | +51.1% | -31.3% | +0.2% |
| 1Y | +4.3% | +55.9% | -51.6% | -14.0% |
| 3Y | +7.7% | +70.1% | -62.4% | -16.7% |
| 5Y | -26.8% | +90.7% | -117.5% | -47.4% |
| All | +117.6% | +125.5% | -7.9% | +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 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