+9,431.7%
DGX vs BBWI
+835.3%
+8,596.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | -1.2% | -6.2% | +5.0% | -0.5% |
| 3M | +19.9% | +4.3% | +15.6% | +18.4% |
| 6M | +19.2% | -7.2% | +26.4% | +19.0% |
| YTD | +37.5% | -3.0% | +40.5% | +35.7% |
| 1Y | +31.3% | -30.8% | +62.0% | +35.2% |
| 3Y | +96.6% | -43.4% | +140.0% | +101.2% |
| 5Y | +64.3% | -66.7% | +131.0% | +76.9% |
| 10Y | +241.1% | -55.7% | +296.8% | +205.9% |
| All | +9,431.7% | +835.3% | +8,596.4% | +3,474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling