+874.4%
BAX vs BBWI
+1,142.2%
-267.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | +12.1% | -6.2% | +18.3% | +13.1% |
| 30D | +7.6% | +19.9% | -12.3% | +4.7% |
| 3M | -4.5% | +7.1% | -11.6% | -5.9% |
| 6M | +52.0% | +13.7% | +38.4% | +48.1% |
| YTD | +35.1% | +9.6% | +25.6% | +31.6% |
| 1Y | +43.7% | -1.6% | +45.4% | +41.0% |
| 3Y | -20.9% | -25.9% | +4.9% | -20.8% |
| 5Y | -63.5% | -67.8% | +4.3% | -60.5% |
| 10Y | -36.0% | -43.5% | +7.5% | -41.6% |
| All | +874.4% | +1,142.2% | -267.8% | +295.1% |
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