+38.3%
BAX vs BBWI
+0.1%
+38.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +4.1% | +12.9% | -8.8% | +1.7% |
| 3M | -4.5% | +16.0% | -20.5% | -7.5% |
| 6M | +49.2% | +16.6% | +32.6% | +44.6% |
| YTD | +35.2% | +9.7% | +25.5% | +32.5% |
| 1Y | +38.3% | +1.5% | +36.8% | +35.8% |
| All | +38.3% | +0.1% | +38.2% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling