+44.7%
DG vs BWA
+17.4%
+27.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.5% | +11.1% | +8.6% |
| 7D | +12.3% | -9.9% | +22.1% | +12.6% |
| 30D | +19.3% | -16.4% | +35.7% | +20.0% |
| 3M | +11.9% | -19.8% | +31.7% | +12.6% |
| 6M | +25.0% | -10.0% | +34.9% | +23.4% |
| YTD | +8.7% | +12.7% | -4.0% | -3.0% |
| 1Y | +44.7% | +15.7% | +29.0% | +27.3% |
| All | +44.7% | +17.4% | +27.3% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling