+5.9%
COMP vs BBWI
+1.3%
+4.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | +7.2% | -4.2% | +11.4% | +8.8% |
| 30D | +6.4% | +24.9% | -18.5% | +0.1% |
| 3M | -19.4% | +13.2% | -32.6% | -22.6% |
| 6M | +14.6% | +12.1% | +2.5% | +10.2% |
| YTD | -5.5% | +11.1% | -16.6% | -7.5% |
| All | +5.9% | +1.3% | +4.7% | +3.7% |
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