+1,243.3%
ES vs BBWI
+1,034.6%
+208.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | +0.3% | +1.5% | -1.2% | +0.1% |
| 30D | -2.0% | -5.2% | +3.2% | -1.6% |
| 3M | +1.7% | +11.1% | -9.4% | +0.2% |
| 6M | -3.5% | -13.4% | +9.8% | -2.9% |
| YTD | +7.9% | +0.1% | +7.8% | +6.7% |
| 1Y | +17.2% | -36.1% | +53.3% | +20.7% |
| 3Y | +29.3% | -44.1% | +73.4% | +32.1% |
| 5Y | -5.7% | -66.2% | +60.5% | -0.9% |
| 10Y | +85.2% | -54.8% | +140.0% | +71.5% |
| All | +1,243.3% | +1,034.6% | +208.6% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling