+2.3%
DLTR vs BBWI
-48.6%
+50.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -9.4% | -8.0% | -1.4% | -7.5% |
| 30D | -7.3% | -6.6% | -0.7% | -6.1% |
| 3M | +7.6% | -2.7% | +10.3% | +7.3% |
| 6M | +1.6% | -12.8% | +14.4% | +3.6% |
| YTD | -3.5% | -10.5% | +6.9% | -2.9% |
| 1Y | +20.0% | -35.3% | +55.4% | +30.6% |
| All | +2.3% | -48.6% | +50.9% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling