+583.4%
DG vs BWA
+474.5%
+108.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | +8.4% | +5.7% | +2.7% | +7.5% |
| 30D | +4.9% | +1.4% | +3.5% | +4.6% |
| 3M | +29.3% | -12.1% | +41.4% | +31.5% |
| 6M | -11.3% | +28.6% | -39.8% | -15.4% |
| YTD | +1.8% | +51.1% | -49.3% | -6.1% |
| 1Y | +25.3% | +55.9% | -30.5% | +15.0% |
| 3Y | +9.1% | +70.1% | -61.0% | -2.8% |
| 5Y | -34.9% | +90.7% | -125.6% | -44.1% |
| 10Y | +108.2% | +154.0% | -45.8% | +62.2% |
| All | +583.4% | +474.5% | +108.9% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling