+604.7%
DG vs BBWI
+252.9%
+351.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | +0.7% | -6.2% | +6.8% | +1.6% |
| 30D | +7.4% | +25.5% | -18.1% | +4.1% |
| 3M | +8.5% | +8.0% | +0.5% | +7.0% |
| 6M | +21.9% | +12.7% | +9.2% | +19.1% |
| YTD | +4.9% | +11.6% | -6.7% | +2.0% |
| 1Y | +40.4% | -0.9% | +41.3% | +37.6% |
| 3Y | +23.5% | -22.7% | +46.2% | +21.8% |
| 5Y | -32.3% | -67.2% | +34.9% | -26.7% |
| 10Y | +119.3% | -43.7% | +163.0% | +115.9% |
| All | +604.7% | +252.9% | +351.8% | +354.6% |
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