-29.5%
ALB vs BBWI
-42.5%
+13.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.3% | -5.3% |
| 7D | -8.1% | +1.5% | -9.6% | -8.6% |
| 30D | +6.3% | -5.2% | +11.5% | +7.5% |
| 3M | -23.6% | +11.1% | -34.7% | -27.3% |
| 6M | -24.6% | -13.4% | -11.2% | -23.1% |
| YTD | -10.3% | +0.1% | -10.4% | -14.8% |
| 1Y | +61.5% | -36.1% | +97.6% | +81.5% |
| All | -29.5% | -42.5% | +13.0% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling