+28.6%
DD vs BBWI
+1.2%
+27.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | -0.4% |
| 7D | +6.7% | -4.5% | +11.3% | +7.1% |
| 30D | +19.4% | +17.1% | +2.3% | +18.0% |
| 3M | +7.6% | +17.5% | -9.8% | +6.2% |
| 6M | +2.9% | +12.8% | -9.9% | +1.4% |
| YTD | +29.9% | +8.2% | +21.7% | +28.7% |
| 1Y | +28.6% | -1.8% | +30.5% | +27.9% |
| All | +28.6% | +1.2% | +27.4% | +27.9% |
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