+22.2%
A vs BBWI
+2.4%
+19.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.7% |
| 7D | -2.4% | +8.8% | -11.2% | -3.0% |
| 30D | +3.6% | +34.8% | -31.2% | +1.1% |
| 3M | +27.5% | +12.9% | +14.5% | +26.0% |
| 6M | +58.5% | +29.6% | +28.9% | +54.3% |
| YTD | +31.2% | +20.8% | +10.4% | +28.0% |
| 1Y | +22.2% | +4.1% | +18.1% | +19.0% |
| All | +22.2% | +2.4% | +19.8% | +19.0% |
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