+28.5%
DD vs BBWI
+0.1%
+28.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +19.7% | +12.9% | +6.8% | +18.6% |
| 3M | +7.2% | +16.0% | -8.8% | +5.9% |
| 6M | +1.0% | +16.6% | -15.6% | -0.7% |
| YTD | +29.1% | +9.7% | +19.4% | +27.8% |
| 1Y | +28.5% | +1.5% | +27.0% | +27.5% |
| All | +28.5% | +0.1% | +28.3% | +27.5% |
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