-9.3%
ALB vs BBWI
-25.2%
+15.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | +9.5% | -6.2% | +15.6% | +11.2% |
| 30D | -2.1% | +25.5% | -27.6% | -8.6% |
| 3M | -24.1% | +8.0% | -32.1% | -26.6% |
| 6M | -51.0% | +12.7% | -63.7% | -53.9% |
| YTD | -29.3% | +11.6% | -41.0% | -35.4% |
| 1Y | +3.2% | -0.9% | +4.1% | -2.7% |
| 3Y | -9.3% | -22.7% | +13.4% | -12.6% |
| All | -9.3% | -25.2% | +15.9% | -12.6% |
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