+47.2%
CAPR vs BBWI
+2.4%
+44.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.1% | +7.5% |
| 7D | +43.2% | +8.8% | +34.4% | +40.9% |
| 30D | +14.7% | +34.8% | -20.2% | +8.8% |
| 3M | +113.9% | +12.9% | +101.0% | +109.2% |
| 6M | -73.4% | +29.6% | -103.0% | -76.1% |
| YTD | -69.1% | +20.8% | -89.9% | -73.6% |
| 1Y | +47.2% | +4.1% | +43.1% | +40.5% |
| All | +47.2% | +2.4% | +44.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling