+97.1%
DGX vs BBWI
-47.8%
+144.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.3% |
| 7D | -2.2% | -4.4% | +2.2% | -2.0% |
| 30D | -0.9% | -7.4% | +6.5% | -0.6% |
| 3M | +15.6% | -2.2% | +17.8% | +15.5% |
| 6M | +17.8% | -16.3% | +34.1% | +18.3% |
| YTD | +37.5% | -9.1% | +46.6% | +37.3% |
| 1Y | +31.2% | -34.5% | +65.7% | +33.4% |
| All | +97.1% | -47.8% | +144.9% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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