+425.7%
DELL vs BBWI
-25.1%
+450.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.1% |
| 7D | +17.1% | -4.5% | +21.7% | +18.1% |
| 30D | -35.1% | +17.1% | -52.2% | -37.4% |
| 3M | -23.3% | +17.5% | -40.8% | -26.4% |
| 6M | +55.8% | +12.8% | +43.0% | +48.6% |
| YTD | +198.0% | +8.2% | +189.8% | +183.0% |
| 1Y | +166.6% | -1.8% | +168.4% | +157.3% |
| All | +425.7% | -25.1% | +450.8% | +490.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling