-29.9%
BAX vs BBWI
-42.5%
+12.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | -1.1% | +1.5% | -2.7% | -1.5% |
| 30D | -5.5% | -5.2% | -0.3% | -4.6% |
| 3M | +33.5% | +11.1% | +22.4% | +30.1% |
| 6M | +35.9% | -13.4% | +49.2% | +38.4% |
| YTD | +35.4% | +0.1% | +35.3% | +33.3% |
| 1Y | +9.8% | -36.1% | +45.9% | +18.2% |
| All | -29.9% | -42.5% | +12.6% | -27.2% |
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