-34.5%
DOW vs BBWI
-44.3%
+9.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +1.0% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | +2.0% | -6.2% | +8.2% | +2.8% |
| 3M | -12.5% | +4.3% | -16.9% | -14.5% |
| 6M | -9.2% | -7.2% | -2.0% | -10.1% |
| YTD | +30.8% | -3.0% | +33.8% | +27.1% |
| 1Y | +29.4% | -30.8% | +60.2% | +37.8% |
| All | -34.5% | -44.3% | +9.8% | -30.4% |
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