+1,027.9%
C vs BBWI
+1,159.1%
-131.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -0.4% | -4.2% | +3.9% | +1.2% |
| 30D | -5.2% | +24.9% | -30.0% | -13.0% |
| 3M | -9.1% | +13.2% | -22.3% | -14.8% |
| 6M | -1.6% | +12.1% | -13.7% | -8.9% |
| YTD | +6.9% | +11.1% | -4.1% | -2.9% |
| 1Y | +23.0% | +0.7% | +22.3% | +13.2% |
| 3Y | +216.1% | -23.8% | +239.9% | +199.5% |
| 5Y | +112.2% | -66.9% | +179.2% | +155.3% |
| 10Y | +208.8% | -45.3% | +254.1% | +130.6% |
| All | +1,027.9% | +1,159.1% | -131.2% | +83.3% |
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