-30.8%
BBWI vs DAR
+108.5%
-139.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -3.3% |
| 7D | +1.6% | -0.9% | +2.4% | +1.6% |
| 30D | -6.2% | +13.0% | -19.2% | -7.0% |
| 3M | +4.3% | +15.0% | -10.7% | +3.2% |
| 6M | -7.2% | +26.8% | -34.0% | -12.7% |
| YTD | -3.0% | +86.4% | -89.4% | -24.1% |
| 1Y | -30.8% | +115.1% | -145.9% | -47.9% |
| All | -30.8% | +108.5% | -139.2% | -47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling