+3,646.0%
ALL vs BBWI
+749.2%
+2,896.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.8% |
| 7D | -1.9% | -6.2% | +4.2% | -0.7% |
| 30D | +13.8% | +19.9% | -6.2% | +9.6% |
| 3M | -7.0% | +7.1% | -14.1% | -8.9% |
| 6M | +18.0% | +13.7% | +4.4% | +13.0% |
| YTD | +24.2% | +9.6% | +14.6% | +18.3% |
| 1Y | +31.2% | -1.6% | +32.8% | +26.1% |
| 3Y | +107.5% | -25.9% | +133.4% | +100.3% |
| 5Y | +144.8% | -67.8% | +212.6% | +171.2% |
| 10Y | +375.8% | -43.5% | +419.2% | +288.4% |
| All | +3,646.0% | +749.2% | +2,896.7% | +1,167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling