-5.7%
DT vs BBWI
+2.4%
-8.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.9% |
| 7D | -25.5% | +8.8% | -34.3% | -26.0% |
| 30D | -22.3% | +34.8% | -57.1% | -24.1% |
| 3M | +2.3% | +12.9% | -10.6% | +1.2% |
| 6M | +20.7% | +29.6% | -8.9% | +18.1% |
| YTD | +7.9% | +20.8% | -12.8% | +5.8% |
| 1Y | -5.7% | +4.1% | -9.8% | -6.3% |
| All | -5.7% | +2.4% | -8.1% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling