+64.1%
DIA vs BBWI
-66.8%
+130.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | -2.1% | -6.2% | +4.1% | -1.4% |
| 3M | +4.2% | +4.3% | -0.2% | +3.0% |
| 6M | +11.9% | -7.2% | +19.1% | +11.8% |
| YTD | +10.8% | -3.0% | +13.9% | +9.7% |
| 1Y | +17.5% | -30.8% | +48.3% | +21.4% |
| 3Y | +59.9% | -43.4% | +103.3% | +64.8% |
| 5Y | +64.1% | -66.7% | +130.9% | +83.0% |
| All | +64.1% | -66.8% | +130.9% | +83.0% |
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 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