+147.2%
AR vs BBWI
-66.0%
+213.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.2% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | +14.8% | -5.2% | +20.0% | +15.6% |
| 3M | +6.2% | +11.1% | -4.9% | +2.9% |
| 6M | +4.3% | -13.4% | +17.7% | +5.3% |
| YTD | +14.4% | +0.1% | +14.3% | +10.6% |
| 1Y | +21.3% | -36.1% | +57.5% | +30.0% |
| 3Y | +39.8% | -44.1% | +83.9% | +48.1% |
| All | +147.2% | -66.0% | +213.2% | +198.5% |
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