+117.6%
DT vs BBWI
+10.9%
+106.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.3% |
| 7D | -3.3% | +1.5% | -4.8% | -3.6% |
| 30D | +2.0% | -5.2% | +7.2% | +2.9% |
| 3M | +20.0% | +11.1% | +8.9% | +16.5% |
| 6M | +39.3% | -13.4% | +52.7% | +41.0% |
| YTD | +19.8% | +0.1% | +19.7% | +16.8% |
| 1Y | +4.3% | -36.1% | +40.4% | +11.4% |
| 3Y | +7.7% | -44.1% | +51.8% | +13.3% |
| 5Y | -26.8% | -66.2% | +39.4% | -16.2% |
| All | +117.6% | +10.9% | +106.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling