+33.7%
BP vs BBWI
-42.5%
+76.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.4% |
| 7D | +3.9% | +1.5% | +2.4% | +3.9% |
| 30D | +7.6% | -5.2% | +12.8% | +7.8% |
| 3M | +0.7% | +11.1% | -10.4% | -0.2% |
| 6M | +15.5% | -13.4% | +28.9% | +16.3% |
| YTD | +30.8% | +0.1% | +30.7% | +29.6% |
| 1Y | +34.3% | -36.1% | +70.4% | +39.4% |
| All | +33.7% | -42.5% | +76.2% | +38.9% |
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