+935.7%
BSX vs BBWI
+914.6%
+21.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | +12.9% | -9.8% | +0.6% |
| 3M | -14.2% | +16.0% | -30.2% | -17.4% |
| 6M | -16.4% | +16.6% | -33.0% | -20.6% |
| YTD | -53.5% | +9.7% | -63.2% | -56.0% |
| 1Y | -57.8% | +1.5% | -59.3% | -59.8% |
| 3Y | -17.4% | -21.4% | +3.9% | -21.5% |
| 5Y | +5.4% | -67.6% | +73.0% | +16.4% |
| 10Y | +106.2% | -46.8% | +153.0% | +70.7% |
| All | +935.7% | +914.6% | +21.1% | +241.9% |
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 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