+189.1%
DLR vs BBWI
-45.1%
+234.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.3% | -4.2% | +4.6% | +0.8% |
| 30D | +1.2% | +24.9% | -23.7% | -1.4% |
| 3M | -4.8% | +13.2% | -18.0% | -6.5% |
| 6M | -6.1% | +12.1% | -18.2% | -8.0% |
| YTD | +19.3% | +11.1% | +8.2% | +16.4% |
| 1Y | +10.0% | +0.7% | +9.2% | +7.9% |
| 3Y | +53.8% | -23.8% | +77.5% | +52.4% |
| 5Y | +39.1% | -66.9% | +106.1% | +45.7% |
| All | +189.1% | -45.1% | +234.3% | +152.5% |
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