+532.2%
BE vs BBWI
-67.6%
+599.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.3% |
| 7D | +10.8% | +0.1% | +10.7% | +10.8% |
| 30D | -19.8% | +12.9% | -32.7% | -22.7% |
| 3M | -18.7% | +16.0% | -34.7% | -23.4% |
| 6M | -33.7% | +16.6% | -50.4% | -38.6% |
| YTD | +121.0% | +9.7% | +111.2% | +103.4% |
| 1Y | +85.4% | +1.5% | +83.9% | +73.6% |
| 3Y | +1,709.5% | -21.4% | +1,730.9% | +1,580.1% |
| All | +532.2% | -67.6% | +599.8% | +799.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling