+50.4%
ALLE vs BBWI
-67.9%
+118.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.3% |
| 7D | -0.6% | -6.2% | +5.6% | +0.6% |
| 30D | +25.3% | +19.9% | +5.4% | +21.3% |
| 3M | +10.3% | +7.1% | +3.1% | +8.4% |
| 6M | +38.0% | +13.7% | +24.4% | +33.5% |
| YTD | +17.8% | +9.6% | +8.2% | +13.5% |
| 1Y | +13.6% | -1.6% | +15.2% | +10.7% |
| 3Y | +89.2% | -25.9% | +115.1% | +85.4% |
| All | +50.4% | -67.9% | +118.2% | +75.9% |
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 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