-25.9%
BBWI vs DAR
+11.9%
-37.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -6.2% | -9.9% | +3.7% | -3.8% |
| 30D | +19.9% | -16.4% | +36.3% | +25.0% |
| 3M | +7.1% | -17.1% | +24.2% | +11.2% |
| 6M | +13.7% | -20.5% | +34.1% | +18.8% |
| YTD | +9.6% | +39.4% | -29.8% | -7.7% |
| 1Y | -1.6% | +57.2% | -58.9% | -20.3% |
| 3Y | -25.9% | +13.9% | -39.7% | -36.8% |
| All | -25.9% | +11.9% | -37.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling