+1,335.7%
BP vs BBWI
+1,034.6%
+301.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.1% |
| 7D | +3.9% | +1.5% | +2.4% | +3.6% |
| 30D | +7.6% | -5.2% | +12.8% | +8.2% |
| 3M | +0.7% | +11.1% | -10.4% | -2.0% |
| 6M | +15.5% | -13.4% | +28.9% | +15.9% |
| YTD | +30.8% | +0.1% | +30.7% | +27.4% |
| 1Y | +34.3% | -36.1% | +70.4% | +39.8% |
| 3Y | +35.1% | -44.1% | +79.1% | +38.6% |
| 5Y | +126.8% | -66.2% | +193.1% | +145.0% |
| 10Y | +123.4% | -54.8% | +178.1% | +98.0% |
| All | +1,335.7% | +1,034.6% | +301.1% | +621.8% |
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