+102.2%
DG vs BBWI
-58.2%
+160.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -1.9% |
| 7D | -4.8% | -4.4% | -0.4% | -4.3% |
| 30D | +1.8% | -7.4% | +9.1% | +2.5% |
| 3M | +14.5% | -2.2% | +16.7% | +14.5% |
| 6M | -13.6% | -16.3% | +2.8% | -12.4% |
| YTD | -4.8% | -9.1% | +4.3% | -4.7% |
| 1Y | +21.6% | -34.5% | +56.1% | +25.5% |
| 3Y | +4.5% | -47.0% | +51.4% | +8.0% |
| 5Y | -38.5% | -68.8% | +30.4% | -34.1% |
| 10Y | +102.2% | -57.4% | +159.6% | +119.3% |
| All | +102.2% | -58.2% | +160.5% | +119.3% |
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