+4.8%
EFX vs BBWI
-24.0%
+28.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +25.1% | +12.9% | +12.2% | +22.4% |
| 3M | +1.7% | +16.0% | -14.3% | -1.4% |
| 6M | +18.4% | +16.6% | +1.8% | +14.0% |
| YTD | -12.5% | +9.7% | -22.3% | -15.2% |
| 1Y | -8.1% | +1.5% | -9.6% | -10.4% |
| 3Y | +4.8% | -21.4% | +26.1% | +3.8% |
| All | +4.8% | -24.0% | +28.7% | +3.8% |
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