-11.8%
BA vs BBWI
-6.0%
-5.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | +1.1% | -6.2% | +7.3% | +2.1% |
| 30D | -7.9% | +19.9% | -27.9% | -10.8% |
| 3M | -25.3% | +7.1% | -32.5% | -26.5% |
| 6M | -24.6% | +13.7% | -38.2% | -27.0% |
| YTD | -20.1% | +9.6% | -29.7% | -22.6% |
| 1Y | -11.8% | -1.6% | -10.1% | -14.0% |
| All | -11.8% | -6.0% | -5.8% | -14.0% |
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