+9,431.7%
DGX vs BWA
+2,113.1%
+7,318.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -0.3% | +4.3% | -4.6% | -1.2% |
| 30D | -1.2% | -2.9% | +1.7% | -0.7% |
| 3M | +19.9% | -12.4% | +32.3% | +22.7% |
| 6M | +19.2% | +28.6% | -9.3% | +11.8% |
| YTD | +37.5% | +48.2% | -10.7% | +24.2% |
| 1Y | +31.3% | +50.9% | -19.6% | +17.9% |
| 3Y | +96.6% | +72.2% | +24.5% | +68.2% |
| 5Y | +64.3% | +91.1% | -26.8% | +34.3% |
| 10Y | +241.1% | +144.0% | +97.1% | +147.9% |
| All | +9,431.7% | +2,113.1% | +7,318.6% | +3,846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling