+40.2%
DUK vs BWA
+86.5%
-46.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -0.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.2% | -5.5% | +3.2% | -2.0% |
| 3M | -3.7% | -7.6% | +3.9% | -3.4% |
| 6M | -6.3% | +25.0% | -31.3% | -7.9% |
| YTD | +4.5% | +47.0% | -42.4% | +1.4% |
| 1Y | +1.8% | +54.0% | -52.2% | -1.6% |
| 3Y | +46.8% | +70.7% | -23.9% | +40.1% |
| 5Y | +40.2% | +86.7% | -46.4% | +30.9% |
| All | +40.2% | +86.5% | -46.3% | +30.9% |
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