+25.4%
EL vs BBWI
+1.6%
+23.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +0.3% | -7.7% | +8.0% | +1.9% |
| 30D | +12.3% | +24.8% | -12.5% | +7.4% |
| 3M | +28.4% | +16.2% | +12.2% | +23.8% |
| 6M | +36.7% | +15.8% | +20.9% | +30.5% |
| YTD | +8.4% | +11.4% | -3.0% | +5.6% |
| 1Y | +25.4% | +3.2% | +22.2% | +22.3% |
| All | +25.4% | +1.6% | +23.8% | +22.3% |
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