+998.2%
C vs BBWI
+1,142.2%
-144.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.7% |
| 7D | -2.4% | -6.2% | +3.8% | -0.1% |
| 30D | -6.0% | +19.9% | -25.9% | -12.5% |
| 3M | -10.5% | +7.1% | -17.7% | -14.5% |
| 6M | -5.7% | +13.7% | -19.4% | -13.2% |
| YTD | +4.1% | +9.6% | -5.5% | -5.0% |
| 1Y | +20.5% | -1.6% | +22.1% | +11.9% |
| 3Y | +208.1% | -25.9% | +234.0% | +195.0% |
| 5Y | +110.4% | -67.8% | +178.2% | +155.7% |
| 10Y | +234.6% | -43.5% | +278.1% | +145.9% |
| All | +998.2% | +1,142.2% | -144.0% | +79.3% |
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