+3.7%
EL vs BBWI
-25.2%
+28.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.2% |
| 7D | +8.0% | -6.2% | +14.2% | +10.1% |
| 30D | +15.4% | +25.5% | -10.1% | +7.5% |
| 3M | +28.5% | +8.0% | +20.5% | +24.2% |
| 6M | +32.2% | +12.7% | +19.6% | +24.6% |
| YTD | +9.2% | +11.6% | -2.5% | +2.4% |
| 1Y | +30.8% | -0.9% | +31.7% | +25.7% |
| 3Y | +3.7% | -22.7% | +26.4% | -7.2% |
| All | +3.7% | -25.2% | +28.9% | -7.2% |
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 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