+1,361.3%
BP vs BBWI
+1,165.5%
+195.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.2% |
| 7D | -6.9% | -6.2% | -0.7% | -6.0% |
| 30D | -3.6% | +25.5% | -29.1% | -7.4% |
| 3M | +8.4% | +8.0% | +0.5% | +6.1% |
| 6M | +5.3% | +12.7% | -7.3% | +1.3% |
| YTD | +33.2% | +11.6% | +21.5% | +26.6% |
| 1Y | +28.2% | -0.9% | +29.1% | +23.2% |
| 3Y | +49.2% | -22.7% | +71.9% | +44.4% |
| 5Y | +102.9% | -67.2% | +170.0% | +119.9% |
| 10Y | +127.7% | -43.7% | +171.4% | +93.4% |
| All | +1,361.3% | +1,165.5% | +195.8% | +617.4% |
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