+51.9%
DOW vs BBWI
+2.4%
+49.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.1% |
| 7D | -4.2% | +8.8% | -13.0% | -3.9% |
| 30D | +14.7% | +34.8% | -20.1% | +15.9% |
| 3M | +9.1% | +12.9% | -3.9% | +9.3% |
| 6M | -17.7% | +29.6% | -47.2% | -17.2% |
| YTD | +44.6% | +20.8% | +23.8% | +46.3% |
| 1Y | +51.9% | +4.1% | +47.8% | +54.9% |
| All | +51.9% | +2.4% | +49.5% | +54.9% |
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