+1,053.3%
BAH vs BBWI
+73.1%
+980.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.6% |
| 3M | +16.3% | +7.1% | +9.2% | +14.9% |
| 6M | +13.6% | +13.7% | -0.1% | +11.1% |
| YTD | +3.5% | +9.6% | -6.1% | +1.1% |
| 1Y | +2.7% | -1.6% | +4.3% | +1.0% |
| 3Y | -26.6% | -25.9% | -0.7% | -27.2% |
| 5Y | +8.5% | -67.8% | +76.3% | +16.1% |
| 10Y | +225.1% | -43.5% | +268.6% | +202.5% |
| All | +1,053.3% | +73.1% | +980.2% | +661.6% |
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