+3,754.3%
ALL vs BBWI
+763.6%
+2,990.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.6% | -7.7% | +5.2% | -1.0% |
| 30D | +12.7% | +24.8% | -12.0% | +7.7% |
| 3M | +0.4% | +16.2% | -15.8% | -3.2% |
| 6M | +23.8% | +15.8% | +8.0% | +18.1% |
| YTD | +27.8% | +11.4% | +16.4% | +21.3% |
| 1Y | +28.9% | +3.2% | +25.7% | +22.7% |
| 3Y | +113.9% | -23.5% | +137.4% | +105.0% |
| 5Y | +157.4% | -67.4% | +224.8% | +184.4% |
| 10Y | +369.0% | -46.0% | +415.0% | +288.5% |
| All | +3,754.3% | +763.6% | +2,990.8% | +1,199.6% |
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