+13.7%
AR vs BBWI
+2.4%
+11.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.4% | -6.1% |
| 7D | -11.1% | +8.8% | -19.9% | -10.8% |
| 30D | +7.9% | +34.8% | -26.9% | +9.0% |
| 3M | +4.9% | +12.9% | -8.1% | +5.2% |
| 6M | -5.3% | +29.6% | -34.9% | -4.4% |
| YTD | +8.6% | +20.8% | -12.2% | +9.5% |
| 1Y | +13.7% | +4.1% | +9.6% | +16.4% |
| All | +13.7% | +2.4% | +11.3% | +16.4% |
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 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