+46.0%
DGX vs BWA
+17.4%
+28.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.5% |
| 7D | +4.1% | -9.9% | +14.0% | +4.2% |
| 30D | +10.5% | -16.4% | +26.9% | +10.7% |
| 3M | +9.8% | -19.8% | +29.6% | +10.1% |
| 6M | +34.6% | -10.0% | +44.5% | +32.2% |
| YTD | +49.8% | +12.7% | +37.1% | +42.7% |
| 1Y | +46.0% | +15.7% | +30.4% | +38.6% |
| All | +46.0% | +17.4% | +28.7% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling