+3.5%
B vs BBWI
+1.2%
+2.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.9% |
| 7D | -6.2% | -4.5% | -1.7% | -5.8% |
| 30D | -6.6% | +17.1% | -23.7% | -7.8% |
| 3M | -7.9% | +17.5% | -25.3% | -9.4% |
| 6M | -16.8% | +12.8% | -29.6% | -18.1% |
| YTD | -11.7% | +8.2% | -19.8% | -14.1% |
| 1Y | +3.5% | -1.8% | +5.3% | +1.7% |
| All | +3.5% | +1.2% | +2.3% | +1.7% |
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 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