+248.1%
DGX vs BWA
+156.8%
+91.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.2% | -2.9% | +1.8% | -0.7% |
| 3M | +15.8% | -10.7% | +26.5% | +17.8% |
| 6M | +18.2% | +26.5% | -8.3% | +12.0% |
| YTD | +37.2% | +49.1% | -11.9% | +25.1% |
| 1Y | +30.4% | +52.1% | -21.7% | +18.2% |
| 3Y | +96.7% | +72.6% | +24.1% | +70.8% |
| 5Y | +67.2% | +89.4% | -22.2% | +39.0% |
| All | +248.1% | +156.8% | +91.4% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling