+3,716.0%
ALL vs BBWI
+675.7%
+3,040.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.9% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | -1.5% | -5.2% | +3.7% | -0.7% |
| 3M | +23.6% | +11.1% | +12.5% | +20.0% |
| 6M | +22.3% | -13.4% | +35.7% | +23.4% |
| YTD | +26.5% | +0.1% | +26.4% | +23.2% |
| 1Y | +27.0% | -36.1% | +63.1% | +33.8% |
| 3Y | +149.6% | -44.1% | +193.7% | +156.5% |
| 5Y | +118.1% | -66.2% | +184.3% | +138.8% |
| 10Y | +369.0% | -54.8% | +423.7% | +306.1% |
| All | +3,716.0% | +675.7% | +3,040.3% | +1,220.6% |
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 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