+98.2%
DE vs BBWI
-68.8%
+167.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.6% |
| 7D | -3.0% | -4.4% | +1.4% | -2.3% |
| 30D | +11.1% | -7.4% | +18.5% | +12.4% |
| 3M | +17.6% | -2.2% | +19.8% | +17.4% |
| 6M | +13.6% | -16.3% | +29.9% | +15.8% |
| YTD | +46.3% | -9.1% | +55.4% | +46.3% |
| 1Y | +44.2% | -34.5% | +78.7% | +52.2% |
| 3Y | +76.6% | -47.0% | +123.5% | +86.4% |
| 5Y | +98.2% | -68.8% | +167.1% | +119.0% |
| All | +98.2% | -68.8% | +167.1% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling