+29.0%
ALL vs BBWI
-33.4%
+62.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.8% | -2.3% |
| 7D | -1.7% | +1.6% | -3.3% | -1.7% |
| 30D | -4.7% | -6.2% | +1.5% | -4.8% |
| 3M | +18.4% | +4.3% | +14.0% | +18.4% |
| 6M | +20.5% | -7.2% | +27.7% | +20.4% |
| YTD | +23.5% | -3.0% | +26.6% | +23.7% |
| 1Y | +29.0% | -30.8% | +59.7% | +34.9% |
| All | +29.0% | -33.4% | +62.3% | +34.9% |
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