+2,332.1%
D vs BBWI
+1,125.9%
+1,206.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.5% |
| 7D | -3.1% | -4.5% | +1.5% | -2.6% |
| 30D | +8.4% | +17.1% | -8.7% | +6.6% |
| 3M | +0.2% | +17.5% | -17.2% | -1.7% |
| 6M | +9.5% | +12.8% | -3.4% | +7.3% |
| YTD | +18.8% | +8.2% | +10.7% | +16.3% |
| 1Y | +14.7% | -1.8% | +16.5% | +12.8% |
| 3Y | +72.9% | -25.8% | +98.7% | +71.0% |
| 5Y | +13.1% | -68.0% | +81.2% | +19.3% |
| 10Y | +47.2% | -47.6% | +94.7% | +34.3% |
| All | +2,332.1% | +1,125.9% | +1,206.1% | +1,296.8% |
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