+64.4%
DGX vs BWA
+86.5%
-22.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -2.7% | -5.5% | +2.8% | -2.0% |
| 3M | +13.9% | -7.6% | +21.5% | +14.8% |
| 6M | +16.0% | +25.0% | -8.9% | +11.4% |
| YTD | +34.9% | +47.0% | -12.0% | +25.6% |
| 1Y | +30.6% | +54.0% | -23.4% | +20.4% |
| 3Y | +93.0% | +70.7% | +22.3% | +72.4% |
| 5Y | +64.4% | +86.7% | -22.3% | +39.8% |
| All | +64.4% | +86.5% | -22.1% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling