+850.1%
BBWI vs DAR
+1,334.0%
-483.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -6.2% | -9.9% | +3.7% | -5.2% |
| 30D | +19.9% | -16.4% | +36.3% | +22.0% |
| 3M | +7.1% | -17.1% | +24.2% | +8.9% |
| 6M | +13.7% | -20.5% | +34.1% | +15.7% |
| YTD | +9.6% | +39.4% | -29.8% | +5.1% |
| 1Y | -1.6% | +57.2% | -58.9% | -6.7% |
| 3Y | -25.9% | +13.9% | -39.7% | -28.0% |
| 5Y | -67.8% | -40.8% | -27.0% | -66.9% |
| 10Y | -43.5% | +276.2% | -319.7% | -49.3% |
| All | +850.1% | +1,334.0% | -483.9% | +755.3% |
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