+863.0%
BBWI vs DAR
+1,373.4%
-510.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -4.2% | -3.8% | -0.4% | -3.9% |
| 30D | +24.9% | -14.4% | +39.3% | +26.7% |
| 3M | +13.2% | -17.9% | +31.1% | +15.2% |
| 6M | +12.1% | -18.3% | +30.4% | +13.8% |
| YTD | +11.1% | +43.2% | -32.2% | +6.2% |
| 1Y | +0.7% | +57.7% | -57.0% | -4.5% |
| 3Y | -23.8% | +22.7% | -46.5% | -26.5% |
| 5Y | -66.9% | -34.0% | -32.9% | -66.3% |
| 10Y | -45.3% | +279.5% | -324.8% | -51.1% |
| All | +863.0% | +1,373.4% | -510.4% | +764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling