+2,662.4%
DELL vs BBWI
-47.4%
+2,709.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.6% | -7.5% |
| 7D | +4.9% | +0.1% | +4.7% | +4.8% |
| 30D | -32.1% | +12.9% | -45.0% | -33.9% |
| 3M | -30.2% | +16.0% | -46.2% | -32.9% |
| 6M | +41.7% | +16.6% | +25.1% | +34.8% |
| YTD | +176.6% | +9.7% | +166.8% | +163.3% |
| 1Y | +159.9% | +1.5% | +158.4% | +148.8% |
| 3Y | +388.0% | -21.4% | +409.3% | +380.0% |
| 5Y | +578.2% | -67.6% | +645.8% | +659.1% |
| All | +2,662.4% | -47.4% | +2,709.8% | +2,086.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling