-25.6%
EFX vs BBWI
-34.3%
+8.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -6.7% |
| 7D | -8.6% | +1.5% | -10.1% | -8.8% |
| 30D | +0.1% | -5.2% | +5.3% | +0.6% |
| 3M | +3.8% | +11.1% | -7.3% | +2.7% |
| 6M | -13.5% | -13.4% | -0.1% | -13.7% |
| YTD | -17.7% | +0.1% | -17.8% | -17.3% |
| 1Y | -25.6% | -36.1% | +10.6% | -28.2% |
| All | -25.6% | -34.3% | +8.7% | -28.2% |
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