+47.4%
DVA vs BWA
+86.5%
-39.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +1.7% | -5.5% | +7.2% | +2.8% |
| 3M | -8.7% | -7.6% | -1.1% | -7.5% |
| 6M | +19.7% | +25.0% | -5.3% | +11.9% |
| YTD | +59.6% | +47.0% | +12.7% | +42.1% |
| 1Y | +37.1% | +54.0% | -16.9% | +20.3% |
| 3Y | +89.8% | +70.7% | +19.1% | +58.9% |
| 5Y | +47.4% | +86.7% | -39.3% | +18.1% |
| All | +47.4% | +86.5% | -39.1% | +18.1% |
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