-61.6%
ALB vs BBWI
-67.1%
+5.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.7% |
| 7D | +9.5% | -6.2% | +15.6% | +11.5% |
| 30D | -2.1% | +25.5% | -27.6% | -9.5% |
| 3M | -24.1% | +8.0% | -32.1% | -27.0% |
| 6M | -51.0% | +12.7% | -63.7% | -54.2% |
| YTD | -29.3% | +11.6% | -41.0% | -35.9% |
| 1Y | +3.2% | -0.9% | +4.1% | -3.7% |
| 3Y | -9.3% | -22.7% | +13.4% | -11.7% |
| 5Y | -61.6% | -67.2% | +5.5% | -42.1% |
| All | -61.6% | -67.1% | +5.5% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling