+953.7%
BBWI vs DTE
+3,521.9%
-2,568.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.0% |
| 30D | -6.2% | -1.9% | -4.3% | -5.3% |
| 3M | +4.3% | -3.3% | +7.7% | +6.2% |
| 6M | -7.2% | -7.1% | 0.0% | -3.4% |
| YTD | -3.0% | +8.1% | -11.1% | -7.3% |
| 1Y | -30.8% | +5.3% | -36.0% | -33.1% |
| 3Y | -43.4% | +48.2% | -91.6% | -55.5% |
| 5Y | -66.7% | +33.2% | -100.0% | -72.8% |
| 10Y | -55.7% | +137.5% | -193.2% | -73.7% |
| All | +953.7% | +3,521.9% | -2,568.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling