+19.7%
COMP vs BBWI
-6.0%
+25.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.0% | +11.7% |
| 7D | +13.4% | -6.2% | +19.6% | +15.8% |
| 30D | +11.1% | +19.9% | -8.8% | +5.9% |
| 3M | -18.8% | +7.1% | -26.0% | -20.7% |
| 6M | +10.5% | +13.7% | -3.2% | +6.1% |
| YTD | -3.4% | +9.6% | -13.0% | -4.9% |
| 1Y | +19.7% | -1.6% | +21.3% | +18.2% |
| All | +19.7% | -6.0% | +25.7% | +18.2% |
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 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