+95.0%
DGX vs BBWI
-67.6%
+162.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | +11.2% | +12.9% | -1.7% | +10.4% |
| 3M | +10.4% | +16.0% | -5.6% | +9.2% |
| 6M | +37.1% | +16.6% | +20.5% | +35.3% |
| YTD | +52.1% | +9.7% | +42.4% | +50.1% |
| 1Y | +40.7% | +1.5% | +39.2% | +39.2% |
| 3Y | +107.6% | -21.4% | +128.9% | +105.3% |
| All | +95.0% | -67.6% | +162.7% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling