+1,803.2%
BE vs BBWI
-25.1%
+1,828.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.1% |
| 7D | +20.5% | -4.5% | +25.1% | +21.5% |
| 30D | -23.4% | +17.1% | -40.5% | -25.5% |
| 3M | -14.9% | +17.5% | -32.3% | -17.9% |
| 6M | -28.1% | +12.8% | -40.9% | -30.7% |
| YTD | +132.4% | +8.2% | +124.2% | +122.7% |
| 1Y | +59.4% | -1.8% | +61.2% | +55.9% |
| All | +1,803.2% | -25.1% | +1,828.3% | +1,639.5% |
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