+15,687.7%
BN vs BBWI
+1,142.2%
+14,545.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.2% |
| 7D | +5.3% | -6.2% | +11.5% | +6.9% |
| 30D | +11.9% | +19.9% | -8.0% | +7.4% |
| 3M | -5.7% | +7.1% | -12.9% | -7.9% |
| 6M | -10.6% | +13.7% | -24.3% | -14.5% |
| YTD | -9.4% | +9.6% | -18.9% | -13.5% |
| 1Y | -8.8% | -1.6% | -7.1% | -12.0% |
| 3Y | +95.6% | -25.9% | +121.5% | +95.1% |
| 5Y | +30.2% | -67.8% | +98.0% | +50.0% |
| 10Y | +277.0% | -43.5% | +320.5% | +229.4% |
| All | +15,687.7% | +1,142.2% | +14,545.5% | +6,817.1% |
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