+14,219.4%
DE vs BBWI
+1,144.0%
+13,075.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -1.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +3.6% | +12.9% | -9.3% | +0.1% |
| 3M | +10.2% | +16.0% | -5.7% | +5.0% |
| 6M | +16.6% | +16.6% | 0.0% | +9.8% |
| YTD | +45.8% | +9.7% | +36.1% | +37.6% |
| 1Y | +43.9% | +1.5% | +42.4% | +36.3% |
| 3Y | +89.6% | -21.4% | +111.0% | +82.1% |
| 5Y | +100.3% | -67.6% | +167.9% | +130.8% |
| 10Y | +760.8% | -46.8% | +807.6% | +623.3% |
| All | +14,219.4% | +1,144.0% | +13,075.4% | +3,979.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling