-21.4%
BBWI vs DTE
+57.1%
-78.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +0.1% | +3.4% | -3.3% | -1.6% |
| 30D | +12.9% | +8.9% | +4.0% | +8.5% |
| 3M | +16.0% | +1.1% | +14.9% | +15.2% |
| 6M | +16.6% | +0.1% | +16.5% | +16.4% |
| YTD | +9.7% | +11.1% | -1.3% | +5.4% |
| 1Y | +1.5% | +4.9% | -3.5% | -0.5% |
| 3Y | -21.4% | +58.6% | -79.9% | -41.5% |
| All | -21.4% | +57.1% | -78.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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