+22.4%
A vs BBWI
-2.2%
+24.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.4% | -4.2% | +5.6% | +1.7% |
| 30D | +4.3% | +24.9% | -20.6% | +2.4% |
| 3M | +19.8% | +13.2% | +6.6% | +18.3% |
| 6M | +54.4% | +12.1% | +42.3% | +52.0% |
| YTD | +31.7% | +11.1% | +20.6% | +29.3% |
| 1Y | +22.4% | +0.7% | +21.7% | +20.0% |
| All | +22.4% | -2.2% | +24.7% | +20.0% |
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