-68.9%
BBWI vs DVA
+40.8%
-109.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -6.6% | +1.7% | -8.3% | -7.1% |
| 3M | -2.7% | -8.7% | +6.0% | -1.2% |
| 6M | -12.8% | +19.7% | -32.4% | -18.1% |
| YTD | -10.5% | +59.6% | -70.1% | -23.2% |
| 1Y | -35.3% | +37.1% | -72.4% | -42.0% |
| 3Y | -47.7% | +89.8% | -137.5% | -58.8% |
| 5Y | -68.9% | +47.4% | -116.2% | -71.7% |
| All | -68.9% | +40.8% | -109.7% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling