+4,415.1%
DVA vs BWA
+2,974.2%
+1,440.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.7% |
| 7D | +1.8% | +5.7% | -3.8% | +0.6% |
| 30D | -2.5% | +1.4% | -3.9% | -2.9% |
| 3M | -4.3% | -12.1% | +7.8% | -2.2% |
| 6M | +18.9% | +28.6% | -9.7% | +11.1% |
| YTD | +61.9% | +51.1% | +10.9% | +45.0% |
| 1Y | +35.7% | +55.9% | -20.1% | +20.4% |
| 3Y | +78.6% | +70.1% | +8.5% | +52.4% |
| 5Y | +39.2% | +90.7% | -51.5% | +13.8% |
| 10Y | +184.0% | +154.0% | +30.0% | +108.6% |
| All | +4,415.1% | +2,974.2% | +1,440.9% | +1,903.7% |
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