+35.1%
DD vs BBWI
-35.2%
+70.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -2.1% |
| 7D | -3.8% | -4.4% | +0.7% | -3.4% |
| 30D | -9.2% | -7.4% | -1.8% | -8.8% |
| 3M | -9.0% | -2.2% | -6.8% | -9.2% |
| 6M | -5.0% | -16.3% | +11.4% | -3.7% |
| YTD | +7.4% | -9.1% | +16.5% | +7.8% |
| 1Y | +35.1% | -34.5% | +69.6% | +44.4% |
| All | +35.1% | -35.2% | +70.3% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling