+97.1%
DGX vs BWA
+67.1%
+29.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.9% | -5.6% | +4.6% | -0.4% |
| 3M | +15.6% | -10.7% | +26.3% | +16.7% |
| 6M | +17.8% | +23.2% | -5.4% | +13.9% |
| YTD | +37.5% | +46.0% | -8.5% | +29.3% |
| 1Y | +31.2% | +51.2% | -20.0% | +22.5% |
| All | +97.1% | +67.1% | +29.9% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling