+580.2%
A vs BBWI
+341.7%
+238.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +1.4% | -4.2% | +5.6% | +2.5% |
| 30D | +4.3% | +24.9% | -20.6% | -2.0% |
| 3M | +19.8% | +13.2% | +6.6% | +14.5% |
| 6M | +54.4% | +12.1% | +42.3% | +46.4% |
| YTD | +31.7% | +11.1% | +20.6% | +23.3% |
| 1Y | +22.4% | +0.7% | +21.7% | +15.7% |
| 3Y | +67.7% | -23.8% | +91.4% | +62.7% |
| 5Y | +15.7% | -66.9% | +82.7% | +34.6% |
| 10Y | +308.7% | -45.3% | +354.0% | +235.7% |
| All | +580.2% | +341.7% | +238.6% | +111.7% |
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