+75.0%
D vs BBWI
-24.0%
+99.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +7.7% | +12.9% | -5.1% | +7.2% |
| 3M | -0.3% | +16.0% | -16.3% | -1.0% |
| 6M | +10.1% | +16.6% | -6.6% | +9.2% |
| YTD | +19.1% | +9.7% | +9.3% | +18.1% |
| 1Y | +15.9% | +1.5% | +14.4% | +15.4% |
| 3Y | +75.0% | -21.4% | +96.4% | +70.4% |
| All | +75.0% | -24.0% | +99.0% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling