-37.9%
DG vs BWA
+88.6%
-126.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.8% |
| 7D | -2.5% | +4.3% | -6.7% | -2.9% |
| 30D | +1.0% | -2.9% | +3.9% | +1.3% |
| 3M | +20.3% | -12.4% | +32.7% | +22.1% |
| 6M | -11.7% | +28.6% | -40.3% | -15.2% |
| YTD | -2.3% | +48.2% | -50.6% | -8.8% |
| 1Y | +20.0% | +50.9% | -30.9% | +11.7% |
| 3Y | +7.2% | +72.2% | -64.9% | -2.9% |
| 5Y | -37.9% | +91.1% | -129.0% | -46.2% |
| All | -37.9% | +88.6% | -126.5% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling