+10,446.2%
DGX vs BBWI
+958.6%
+9,487.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | +11.2% | +12.9% | -1.7% | +9.1% |
| 3M | +10.4% | +16.0% | -5.6% | +7.2% |
| 6M | +37.1% | +16.6% | +20.5% | +32.2% |
| YTD | +52.1% | +9.7% | +42.4% | +46.7% |
| 1Y | +40.7% | +1.5% | +39.2% | +36.1% |
| 3Y | +107.6% | -21.4% | +128.9% | +101.0% |
| 5Y | +90.6% | -67.6% | +158.2% | +106.3% |
| 10Y | +287.9% | -46.8% | +334.7% | +236.0% |
| All | +10,446.2% | +958.6% | +9,487.7% | +3,765.3% |
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