-8.7%
COMP vs BBWI
-67.6%
+59.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +16.6% | +12.9% | +3.7% | +10.4% |
| 3M | -23.5% | +16.0% | -39.5% | -29.7% |
| 6M | +25.7% | +16.6% | +9.1% | +14.6% |
| YTD | -3.4% | +9.7% | -13.1% | -11.2% |
| 1Y | +7.6% | +1.5% | +6.1% | -0.3% |
| 3Y | +423.6% | -21.4% | +444.9% | +386.3% |
| All | -8.7% | -67.6% | +59.0% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling