+112.4%
C vs BBWI
-68.3%
+180.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | +4.7% | -4.5% | +9.3% | +5.7% |
| 30D | +0.2% | +17.1% | -16.9% | -3.1% |
| 3M | -9.3% | +17.5% | -26.8% | -13.0% |
| 6M | -0.8% | +12.8% | -13.7% | -4.8% |
| YTD | +8.5% | +8.2% | +0.4% | +3.9% |
| 1Y | +23.1% | -1.8% | +24.9% | +19.2% |
| 3Y | +220.8% | -25.8% | +246.5% | +218.9% |
| 5Y | +112.4% | -68.0% | +180.4% | +129.5% |
| All | +112.4% | -68.3% | +180.7% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling