-3.8%
BAH vs BBWI
-66.8%
+63.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | -4.3% | +1.6% | -5.9% | -4.5% |
| 30D | -4.5% | -6.2% | +1.8% | -4.0% |
| 3M | -7.6% | +4.3% | -11.9% | -8.1% |
| 6M | -10.6% | -7.2% | -3.4% | -10.6% |
| YTD | -12.6% | -3.0% | -9.5% | -12.9% |
| 1Y | -27.0% | -30.8% | +3.8% | -25.5% |
| 3Y | -31.5% | -43.4% | +11.9% | -30.1% |
| 5Y | -3.8% | -66.7% | +62.9% | +1.8% |
| All | -3.8% | -66.8% | +63.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling