+8.6%
ALB vs BBWI
+2.4%
+6.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +4.9% |
| 7D | -2.1% | +8.8% | -10.8% | -2.8% |
| 30D | -9.0% | +34.8% | -43.8% | -11.3% |
| 3M | -21.1% | +12.9% | -34.1% | -22.2% |
| 6M | -49.9% | +29.6% | -79.5% | -51.5% |
| YTD | -32.3% | +20.8% | -53.1% | -35.2% |
| 1Y | +8.6% | +4.1% | +4.5% | +7.4% |
| All | +8.6% | +2.4% | +6.2% | +7.4% |
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