+1,163.5%
C vs BBWI
+1,034.6%
+128.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.2% | -1.3% |
| 7D | +3.6% | +1.5% | +2.1% | +3.0% |
| 30D | +0.1% | -5.2% | +5.2% | +1.3% |
| 3M | +2.4% | +11.1% | -8.7% | -3.0% |
| 6M | +24.9% | -13.4% | +38.3% | +27.0% |
| YTD | +19.8% | +0.1% | +19.7% | +14.4% |
| 1Y | +44.9% | -36.1% | +81.0% | +59.2% |
| 3Y | +263.0% | -44.1% | +307.1% | +290.6% |
| 5Y | +129.5% | -66.2% | +195.8% | +175.3% |
| 10Y | +291.6% | -54.8% | +346.4% | +219.1% |
| All | +1,163.5% | +1,034.6% | +128.9% | +116.1% |
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