-10.8%
BA vs BBWI
-25.2%
+14.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -1.7% | -6.2% | +4.4% | -0.5% |
| 30D | -9.5% | +25.5% | -34.9% | -13.9% |
| 3M | -26.5% | +8.0% | -34.4% | -28.2% |
| 6M | -27.4% | +12.7% | -40.1% | -30.2% |
| YTD | -20.6% | +11.6% | -32.2% | -24.3% |
| 1Y | -11.4% | -0.9% | -10.5% | -14.1% |
| 3Y | -10.8% | -22.7% | +11.9% | -8.1% |
| All | -10.8% | -25.2% | +14.4% | -8.1% |
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