+95.6%
DG vs BWA
+153.1%
-57.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | +2.4% | -5.5% | +7.9% | +3.2% |
| 3M | +12.4% | -7.6% | +20.0% | +13.4% |
| 6M | -14.9% | +25.0% | -39.9% | -18.3% |
| YTD | -6.1% | +47.0% | -53.0% | -12.6% |
| 1Y | +17.9% | +54.0% | -36.1% | +8.8% |
| 3Y | +3.1% | +70.7% | -67.5% | -7.4% |
| 5Y | -38.7% | +86.7% | -125.3% | -46.7% |
| All | +95.6% | +153.1% | -57.4% | +60.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling