-45.3%
BBWI vs DAR
+269.9%
-315.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -4.2% | -3.8% | -0.4% | -2.6% |
| 30D | +24.9% | -14.4% | +39.3% | +33.3% |
| 3M | +13.2% | -17.9% | +31.1% | +22.3% |
| 6M | +12.1% | -18.3% | +30.4% | +19.4% |
| YTD | +11.1% | +43.2% | -32.2% | -12.1% |
| 1Y | +0.7% | +57.7% | -57.0% | -23.8% |
| 3Y | -23.8% | +22.7% | -46.5% | -39.2% |
| 5Y | -66.9% | -34.0% | -32.9% | -64.9% |
| 10Y | -45.3% | +279.5% | -324.8% | -77.7% |
| All | -45.3% | +269.9% | -315.3% | -77.7% |
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