+1,973.1%
DTE vs BWA
+3,424.3%
-1,451.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +0.9% | +4.3% | -3.4% | +0.2% |
| 30D | -1.9% | -2.9% | +1.0% | -1.5% |
| 3M | -3.3% | -12.4% | +9.1% | -1.6% |
| 6M | -7.1% | +28.6% | -35.7% | -11.6% |
| YTD | +8.1% | +48.2% | -40.1% | -0.1% |
| 1Y | +5.3% | +50.9% | -45.7% | -3.2% |
| 3Y | +48.2% | +72.2% | -24.0% | +31.2% |
| 5Y | +33.2% | +91.1% | -57.8% | +13.9% |
| 10Y | +137.5% | +144.0% | -6.5% | +85.5% |
| All | +1,973.1% | +3,424.3% | -1,451.2% | +967.5% |
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