+411.3%
BBWI vs BB
+329.7%
+81.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.1% |
| 7D | -6.2% | +15.0% | -21.1% | -7.9% |
| 30D | +25.5% | +3.5% | +22.0% | +24.4% |
| 3M | +8.0% | +2.7% | +5.3% | +6.7% |
| 6M | +12.7% | +44.7% | -32.1% | +4.9% |
| YTD | +11.6% | +143.3% | -131.6% | -3.5% |
| 1Y | -0.9% | +102.2% | -103.1% | -12.4% |
| 3Y | -22.7% | +156.1% | -178.8% | -35.7% |
| 5Y | -67.2% | -17.6% | -49.6% | -69.2% |
| 10Y | -43.7% | +29.0% | -72.6% | -56.6% |
| All | +411.3% | +329.7% | +81.6% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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