+1,359.3%
BP vs BBWI
+1,142.2%
+217.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | -11.6% | -6.2% | -5.4% | -10.8% |
| 30D | 0.0% | +19.9% | -19.9% | -3.2% |
| 3M | +6.7% | +7.1% | -0.4% | +4.6% |
| 6M | +2.2% | +13.7% | -11.5% | -1.9% |
| YTD | +33.0% | +9.6% | +23.4% | +26.8% |
| 1Y | +30.7% | -1.6% | +32.4% | +25.8% |
| 3Y | +44.2% | -25.9% | +70.1% | +40.5% |
| 5Y | +105.1% | -67.8% | +172.9% | +123.0% |
| 10Y | +133.5% | -43.5% | +177.0% | +98.2% |
| All | +1,359.3% | +1,142.2% | +217.1% | +618.6% |
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