+1,129.1%
DIA vs BBWI
+547.2%
+581.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.5% |
| 30D | -1.5% | -5.2% | +3.7% | -0.8% |
| 3M | +3.8% | +11.1% | -7.3% | +0.6% |
| 6M | +10.3% | -13.4% | +23.6% | +11.6% |
| YTD | +12.1% | +0.1% | +12.0% | +9.4% |
| 1Y | +18.6% | -36.1% | +54.8% | +25.8% |
| 3Y | +60.6% | -44.1% | +104.7% | +67.5% |
| 5Y | +64.4% | -66.2% | +130.7% | +83.4% |
| 10Y | +250.1% | -54.8% | +304.9% | +209.0% |
| All | +1,129.1% | +547.2% | +581.9% | +287.6% |
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