+111.1%
DG vs BBWI
-45.0%
+156.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.0% | -7.7% | +4.8% | -2.0% |
| 30D | +8.6% | +24.8% | -16.1% | +5.9% |
| 3M | +15.0% | +16.2% | -1.2% | +12.8% |
| 6M | +32.7% | +15.8% | +16.9% | +29.8% |
| YTD | +5.5% | +11.4% | -5.9% | +3.2% |
| 1Y | +34.6% | +3.2% | +31.4% | +31.9% |
| 3Y | +24.2% | -23.5% | +47.7% | +23.2% |
| 5Y | -32.3% | -67.4% | +35.1% | -28.0% |
| 10Y | +111.1% | -46.0% | +157.1% | +124.0% |
| All | +111.1% | -45.0% | +156.0% | +124.0% |
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 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