+883.7%
BAH vs BBWI
+58.1%
+825.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.8% |
| 7D | -3.2% | +1.5% | -4.8% | -3.4% |
| 30D | +2.0% | -5.2% | +7.2% | +2.4% |
| 3M | -7.6% | +11.1% | -18.7% | -9.0% |
| 6M | -5.7% | -13.4% | +7.7% | -5.0% |
| YTD | -11.7% | +0.1% | -11.8% | -12.6% |
| 1Y | -27.4% | -36.1% | +8.8% | -24.8% |
| 3Y | -32.5% | -44.1% | +11.6% | -30.8% |
| 5Y | -3.3% | -66.2% | +62.9% | +2.8% |
| 10Y | +186.0% | -54.8% | +240.8% | +178.5% |
| All | +883.7% | +58.1% | +825.6% | +558.0% |
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 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