+4,183.7%
DVA vs BWA
+2,216.3%
+1,967.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -8.8% | +4.3% | -13.0% | -9.6% |
| 30D | -3.4% | -13.0% | +9.6% | -0.7% |
| 3M | -2.6% | -24.8% | +22.2% | +3.1% |
| 6M | -11.9% | -23.5% | +11.6% | -8.0% |
| YTD | +53.6% | +13.8% | +39.8% | +45.6% |
| 1Y | +41.9% | +13.4% | +28.4% | +34.5% |
| 3Y | +97.5% | +62.8% | +34.8% | +69.7% |
| 5Y | +65.0% | +28.5% | +36.5% | +46.5% |
| 10Y | +193.2% | +95.4% | +97.9% | +127.6% |
| All | +4,183.7% | +2,216.3% | +1,967.3% | +1,912.7% |
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