+24.8%
DG vs BWA
+65.2%
-40.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | +8.6% | -14.6% | +23.2% | +10.0% |
| 3M | +15.0% | -26.2% | +41.3% | +18.0% |
| 6M | +32.7% | -18.4% | +51.1% | +34.2% |
| YTD | +5.5% | +14.7% | -9.2% | +0.6% |
| 1Y | +34.6% | +13.3% | +21.3% | +28.4% |
| All | +24.8% | +65.2% | -40.3% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling