+927.6%
DD vs BBWI
+1,034.6%
-107.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.4% |
| 7D | -3.5% | +1.5% | -5.0% | -3.9% |
| 30D | -10.3% | -5.2% | -5.1% | -9.4% |
| 3M | -7.5% | +11.1% | -18.7% | -11.3% |
| 6M | -8.0% | -13.4% | +5.4% | -6.9% |
| YTD | +10.5% | +0.1% | +10.4% | +6.7% |
| 1Y | +38.3% | -36.1% | +74.4% | +48.5% |
| 3Y | +42.5% | -44.1% | +86.6% | +51.6% |
| 5Y | +60.2% | -66.2% | +126.4% | +86.7% |
| 10Y | +68.9% | -54.8% | +123.6% | +48.8% |
| All | +927.6% | +1,034.6% | -107.1% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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