-17.9%
COMP vs BBWI
-67.9%
+50.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.0% | +12.3% |
| 7D | +13.4% | -6.2% | +19.6% | +17.0% |
| 30D | +11.1% | +19.9% | -8.8% | +2.1% |
| 3M | -18.8% | +7.1% | -26.0% | -22.6% |
| 6M | +10.5% | +13.7% | -3.2% | +1.8% |
| YTD | -3.4% | +9.6% | -13.0% | -11.2% |
| 1Y | +19.7% | -1.6% | +21.3% | +12.5% |
| 3Y | +381.6% | -25.9% | +407.5% | +365.2% |
| All | -17.9% | -67.9% | +50.0% | +34.4% |
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