+235.9%
DIA vs BBWI
-44.4%
+280.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.9% | -4.2% | +5.1% | +1.6% |
| 30D | +1.1% | +24.9% | -23.7% | -2.3% |
| 3M | -2.9% | +13.2% | -16.1% | -5.2% |
| 6M | +5.9% | +12.1% | -6.2% | +2.9% |
| YTD | +9.8% | +11.1% | -1.3% | +6.0% |
| 1Y | +11.7% | +0.7% | +11.0% | +8.6% |
| 3Y | +59.5% | -23.8% | +83.3% | +56.9% |
| 5Y | +57.5% | -66.9% | +124.5% | +71.7% |
| 10Y | +235.9% | -45.3% | +281.3% | +177.6% |
| All | +235.9% | -44.4% | +280.3% | +177.6% |
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 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