-37.9%
DG vs BBWI
-66.8%
+28.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.6% |
| 7D | -2.5% | +1.6% | -4.0% | -2.6% |
| 30D | +1.0% | -6.2% | +7.2% | +1.7% |
| 3M | +20.3% | +4.3% | +16.0% | +19.4% |
| 6M | -11.7% | -7.2% | -4.6% | -11.6% |
| YTD | -2.3% | -3.0% | +0.7% | -2.9% |
| 1Y | +20.0% | -30.8% | +50.8% | +23.5% |
| 3Y | +7.2% | -43.4% | +50.6% | +10.1% |
| 5Y | -37.9% | -66.7% | +28.8% | -33.8% |
| All | -37.9% | -66.8% | +28.9% | -33.8% |
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 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