-48.5%
BBWI vs DAR
+307.1%
-355.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.9% |
| 7D | -4.5% | +9.2% | -13.7% | -8.4% |
| 30D | +17.1% | -12.3% | +29.4% | +23.5% |
| 3M | +17.5% | -12.7% | +30.2% | +23.3% |
| 6M | +12.8% | -12.8% | +25.6% | +16.6% |
| YTD | +8.2% | +53.8% | -45.6% | -17.2% |
| 1Y | -1.8% | +60.3% | -62.1% | -26.0% |
| 3Y | -25.8% | +31.7% | -57.5% | -42.8% |
| 5Y | -68.0% | -27.7% | -40.3% | -67.6% |
| All | -48.5% | +307.1% | -355.5% | -79.7% |
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