-28.4%
DT vs BBWI
-68.8%
+40.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +2.1% |
| 7D | -0.5% | -4.4% | +3.9% | +0.4% |
| 30D | +0.1% | -7.4% | +7.4% | +1.5% |
| 3M | +24.1% | -2.2% | +26.3% | +23.9% |
| 6M | +30.1% | -16.3% | +46.4% | +33.0% |
| YTD | +16.8% | -9.1% | +25.9% | +16.1% |
| 1Y | -0.1% | -34.5% | +34.4% | +6.9% |
| 3Y | +6.8% | -47.0% | +53.8% | +13.4% |
| 5Y | -28.4% | -68.8% | +40.5% | -0.2% |
| All | -28.4% | -68.8% | +40.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling