-54.2%
COMP vs BBWI
-49.9%
-4.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.2% | -2.0% | -5.4% |
| 7D | -1.8% | -3.1% | +1.3% | -0.2% |
| 30D | -0.8% | +23.1% | -23.9% | -9.3% |
| 3M | -28.1% | +7.3% | -35.4% | -31.2% |
| 6M | +27.0% | +22.6% | +4.4% | +14.2% |
| YTD | -12.8% | +13.3% | -26.1% | -20.4% |
| 1Y | +4.9% | -2.6% | +7.5% | -0.2% |
| 3Y | +321.0% | -25.9% | +346.9% | +315.6% |
| 5Y | -25.6% | -66.7% | +41.1% | -2.2% |
| All | -54.2% | -49.9% | -4.4% | -40.9% |
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