+115.6%
DT vs BBWI
-0.8%
+116.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -2.5% | -8.0% | +5.5% | -0.8% |
| 30D | +3.5% | -6.6% | +10.2% | +4.8% |
| 3M | +26.7% | -2.7% | +29.4% | +26.6% |
| 6M | +36.1% | -12.8% | +48.9% | +37.5% |
| YTD | +18.6% | -10.5% | +29.1% | +18.5% |
| 1Y | +7.9% | -35.3% | +43.2% | +14.7% |
| 3Y | +8.6% | -47.7% | +56.3% | +15.7% |
| 5Y | -26.7% | -68.9% | +42.2% | -14.5% |
| All | +115.6% | -0.8% | +116.4% | +122.3% |
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 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