+74.2%
AR vs BBWI
-67.9%
+142.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.3% |
| 7D | -14.3% | -6.2% | -8.1% | -13.4% |
| 30D | +1.4% | +19.9% | -18.5% | -2.2% |
| 3M | +3.4% | +7.1% | -3.8% | +1.2% |
| 6M | -2.1% | +13.7% | -15.7% | -6.3% |
| YTD | +4.7% | +9.6% | -4.9% | -0.8% |
| 1Y | +10.6% | -1.6% | +12.2% | +6.4% |
| 3Y | +24.6% | -25.9% | +50.5% | +22.4% |
| All | +74.2% | -67.9% | +142.1% | +118.7% |
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