+1,376.8%
BAC vs BBWI
+1,034.6%
+342.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | -0.4% | -5.2% | +4.8% | +0.7% |
| 3M | +16.9% | +11.1% | +5.8% | +11.2% |
| 6M | +26.6% | -13.4% | +40.0% | +28.3% |
| YTD | +15.8% | +0.1% | +15.7% | +10.8% |
| 1Y | +27.2% | -36.1% | +63.3% | +38.3% |
| 3Y | +132.4% | -44.1% | +176.5% | +146.6% |
| 5Y | +72.6% | -66.2% | +138.8% | +103.4% |
| 10Y | +389.7% | -54.8% | +444.5% | +301.7% |
| All | +1,376.8% | +1,034.6% | +342.2% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling