-20.9%
BAX vs BBWI
-28.0%
+7.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | +12.1% | -6.2% | +18.3% | +13.6% |
| 30D | +7.6% | +19.9% | -12.3% | +3.2% |
| 3M | -4.5% | +7.1% | -11.6% | -6.6% |
| 6M | +52.0% | +13.7% | +38.4% | +46.2% |
| YTD | +35.1% | +9.6% | +25.6% | +29.8% |
| 1Y | +43.7% | -1.6% | +45.4% | +40.1% |
| 3Y | -20.9% | -25.9% | +4.9% | -19.9% |
| All | -20.9% | -28.0% | +7.1% | -19.9% |
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