+130.7%
C vs BBWI
-66.0%
+196.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -0.9% |
| 7D | +3.6% | +1.5% | +2.1% | +3.3% |
| 30D | +0.1% | -5.2% | +5.2% | +0.9% |
| 3M | +2.4% | +11.1% | -8.7% | -0.6% |
| 6M | +24.9% | -13.4% | +38.3% | +26.7% |
| YTD | +19.8% | +0.1% | +19.7% | +17.1% |
| 1Y | +44.9% | -36.1% | +81.0% | +55.4% |
| 3Y | +263.0% | -44.1% | +307.1% | +285.2% |
| All | +130.7% | -66.0% | +196.7% | +149.0% |
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