+47.0%
DD vs BBWI
-44.3%
+91.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | -7.4% | -6.2% | -1.2% | -6.6% |
| 3M | -6.4% | +4.3% | -10.8% | -8.0% |
| 6M | -2.5% | -7.2% | +4.7% | -2.7% |
| YTD | +10.2% | -3.0% | +13.3% | +8.4% |
| 1Y | +36.9% | -30.8% | +67.7% | +44.9% |
| All | +47.0% | -44.3% | +91.3% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling