-97.5%
CAPR vs BBWI
+145.1%
-242.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.3% | +26.2% | +26.4% |
| 7D | +25.8% | -7.7% | +33.5% | +27.8% |
| 30D | +50.2% | +24.8% | +25.4% | +43.9% |
| 3M | +185.5% | +16.2% | +169.3% | +174.9% |
| 6M | -64.8% | +15.8% | -80.6% | -66.9% |
| YTD | -61.1% | +11.4% | -72.6% | -63.7% |
| 1Y | +81.0% | +3.2% | +77.8% | +70.2% |
| 3Y | +300.7% | -23.5% | +324.2% | +286.9% |
| 5Y | +223.3% | -67.4% | +290.7% | +254.5% |
| 10Y | -58.8% | -46.0% | -12.8% | -68.3% |
| All | -97.5% | +145.1% | -242.6% | -97.2% |
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