+1,351.1%
DUK vs BWA
+3,424.3%
-2,073.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | -2.0% | -2.9% | +0.9% | -1.8% |
| 3M | +0.2% | -12.4% | +12.6% | +1.5% |
| 6M | -6.9% | +28.6% | -35.5% | -10.3% |
| YTD | +6.1% | +48.2% | -42.1% | 0.0% |
| 1Y | +4.4% | +50.9% | -46.5% | -2.0% |
| 3Y | +49.1% | +72.2% | -23.0% | +35.9% |
| 5Y | +39.6% | +91.1% | -51.5% | +23.6% |
| 10Y | +125.1% | +144.0% | -18.9% | +84.8% |
| All | +1,351.1% | +3,424.3% | -2,073.2% | +717.7% |
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 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