+583.4%
DG vs BBWI
+216.4%
+367.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +1.1% |
| 7D | +8.4% | +1.5% | +6.9% | +8.1% |
| 30D | +4.9% | -5.2% | +10.1% | +5.5% |
| 3M | +29.3% | +11.1% | +18.2% | +27.1% |
| 6M | -11.3% | -13.4% | +2.1% | -10.3% |
| YTD | +1.8% | +0.1% | +1.7% | +0.6% |
| 1Y | +25.3% | -36.1% | +61.5% | +30.6% |
| 3Y | +9.1% | -44.1% | +53.2% | +12.6% |
| 5Y | -34.9% | -66.2% | +31.4% | -29.8% |
| 10Y | +108.2% | -54.8% | +162.9% | +114.4% |
| All | +583.4% | +216.4% | +367.0% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling