+607.9%
DG vs BBWI
+251.1%
+356.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +5.2% | -4.2% | +9.4% | +5.9% |
| 30D | +7.9% | +24.9% | -16.9% | +4.6% |
| 3M | +12.7% | +13.2% | -0.5% | +10.5% |
| 6M | +22.4% | +12.1% | +10.3% | +19.8% |
| YTD | +5.4% | +11.1% | -5.7% | +2.5% |
| 1Y | +39.4% | +0.7% | +38.7% | +36.4% |
| 3Y | +24.1% | -23.8% | +47.9% | +22.6% |
| 5Y | -32.2% | -66.9% | +34.8% | -26.6% |
| 10Y | +111.8% | -45.3% | +157.1% | +110.0% |
| All | +607.9% | +251.1% | +356.8% | +357.0% |
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 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