+45.6%
DE vs BBWI
-35.0%
+80.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -2.4% | -8.0% | +5.6% | -1.6% |
| 30D | +9.7% | -6.6% | +16.3% | +10.3% |
| 3M | +21.4% | -2.7% | +24.1% | +21.7% |
| 6M | +15.0% | -12.8% | +27.8% | +16.3% |
| YTD | +46.4% | -10.5% | +56.9% | +48.6% |
| 1Y | +45.6% | -35.3% | +81.0% | +49.6% |
| All | +45.6% | -35.0% | +80.6% | +49.6% |
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 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