+104.2%
BN vs BBWI
-25.2%
+129.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +2.0% | +3.4% |
| 7D | +3.6% | -6.2% | +9.8% | +5.2% |
| 30D | +15.9% | +25.5% | -9.6% | +10.1% |
| 3M | -2.3% | +8.0% | -10.3% | -4.6% |
| 6M | -8.4% | +12.7% | -21.1% | -12.2% |
| YTD | -5.9% | +11.6% | -17.5% | -10.4% |
| 1Y | -5.6% | -0.9% | -4.7% | -8.3% |
| 3Y | +104.2% | -22.7% | +126.9% | +103.9% |
| All | +104.2% | -25.2% | +129.4% | +103.9% |
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