+98.2%
DG vs BWA
+151.4%
-53.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -4.8% | +0.1% | -5.0% | -4.8% |
| 30D | +1.8% | -5.6% | +7.3% | +2.5% |
| 3M | +14.5% | -10.7% | +25.2% | +16.0% |
| 6M | -13.6% | +23.2% | -36.7% | -16.8% |
| YTD | -4.8% | +46.0% | -50.8% | -11.3% |
| 1Y | +21.6% | +51.2% | -29.6% | +12.6% |
| 3Y | +4.5% | +69.6% | -65.1% | -6.1% |
| 5Y | -38.5% | +86.6% | -125.0% | -46.6% |
| All | +98.2% | +151.4% | -53.3% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling