-55.7%
BBWI vs DAR
+367.0%
-422.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -4.5% |
| 7D | +1.6% | -0.9% | +2.4% | +1.8% |
| 30D | -6.2% | +13.0% | -19.2% | -12.0% |
| 3M | +4.3% | +15.0% | -10.7% | -4.0% |
| 6M | -7.2% | +26.8% | -34.0% | -19.8% |
| YTD | -3.0% | +86.4% | -89.4% | -31.3% |
| 1Y | -30.8% | +115.1% | -145.9% | -54.6% |
| 3Y | -43.4% | +14.6% | -58.0% | -51.7% |
| 5Y | -66.7% | -8.8% | -57.9% | -69.7% |
| 10Y | -55.7% | +356.5% | -412.2% | -83.4% |
| All | -55.7% | +367.0% | -422.7% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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