+45.7%
DTE vs BWA
+27.4%
+18.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.4% | +4.3% | -0.8% | +3.0% |
| 30D | +8.9% | -13.0% | +21.9% | +10.4% |
| 3M | +1.1% | -24.8% | +25.9% | +3.9% |
| 6M | +0.1% | -23.5% | +23.6% | +2.4% |
| YTD | +11.1% | +13.8% | -2.8% | +7.0% |
| 1Y | +4.9% | +13.4% | -8.5% | +1.1% |
| 3Y | +58.6% | +62.8% | -4.2% | +43.0% |
| All | +45.7% | +27.4% | +18.2% | +33.7% |
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 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