+1,111.5%
DD vs BBWI
+1,165.5%
-54.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.4% |
| 7D | +9.8% | -6.2% | +16.0% | +11.6% |
| 30D | +19.3% | +25.5% | -6.2% | +11.8% |
| 3M | +9.4% | +8.0% | +1.4% | +5.8% |
| 6M | +4.8% | +12.7% | -7.9% | -1.0% |
| YTD | +30.2% | +11.6% | +18.6% | +21.2% |
| 1Y | +32.2% | -0.9% | +33.1% | +25.2% |
| 3Y | +93.1% | -22.7% | +115.8% | +86.8% |
| 5Y | +68.0% | -67.2% | +135.2% | +96.3% |
| 10Y | +98.5% | -43.7% | +142.2% | +63.2% |
| All | +1,111.5% | +1,165.5% | -54.0% | +248.2% |
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