+165.5%
B vs BBWI
-24.0%
+189.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -7.3% | +0.1% | -7.5% | -7.3% |
| 30D | -3.3% | +12.9% | -16.2% | -4.2% |
| 3M | -7.8% | +16.0% | -23.8% | -9.0% |
| 6M | -15.5% | +16.6% | -32.2% | -16.9% |
| YTD | -12.3% | +9.7% | -22.0% | -13.8% |
| 1Y | +5.4% | +1.5% | +3.9% | +3.6% |
| 3Y | +165.5% | -21.4% | +186.9% | +174.9% |
| All | +165.5% | -24.0% | +189.5% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling