+2,371.3%
D vs BBWI
+1,142.2%
+1,229.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.2% |
| 7D | +3.0% | -6.2% | +9.2% | +3.6% |
| 30D | +11.5% | +19.9% | -8.4% | +9.4% |
| 3M | +3.7% | +7.1% | -3.4% | +2.7% |
| 6M | +13.5% | +13.7% | -0.1% | +11.3% |
| YTD | +20.7% | +9.6% | +11.1% | +18.1% |
| 1Y | +18.2% | -1.6% | +19.9% | +16.2% |
| 3Y | +73.3% | -25.9% | +99.2% | +71.4% |
| 5Y | +12.3% | -67.8% | +80.1% | +18.4% |
| 10Y | +43.4% | -43.5% | +86.9% | +29.7% |
| All | +2,371.3% | +1,142.2% | +1,229.1% | +1,317.6% |
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