-26.6%
BAH vs BBWI
-28.0%
+1.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.2% | -4.1% |
| 7D | -3.5% | -6.2% | +2.6% | -2.9% |
| 30D | +24.3% | +19.9% | +4.3% | +21.9% |
| 3M | +16.3% | +7.1% | +9.2% | +15.0% |
| 6M | +13.6% | +13.7% | -0.1% | +11.3% |
| YTD | +3.5% | +9.6% | -6.1% | +1.6% |
| 1Y | +2.7% | -1.6% | +4.3% | +1.4% |
| 3Y | -26.6% | -25.9% | -0.7% | -27.4% |
| All | -26.6% | -28.0% | +1.5% | -27.4% |
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 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