+52.2%
EW vs BBWI
-28.0%
+80.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | +11.0% | -6.2% | +17.2% | +11.7% |
| 30D | +19.1% | +19.9% | -0.9% | +16.8% |
| 3M | +14.4% | +7.1% | +7.2% | +13.1% |
| 6M | +22.8% | +13.7% | +9.1% | +20.2% |
| YTD | +19.8% | +9.6% | +10.2% | +17.0% |
| 1Y | +23.9% | -1.6% | +25.5% | +22.0% |
| 3Y | +52.2% | -25.9% | +78.1% | +50.5% |
| All | +52.2% | -28.0% | +80.3% | +50.5% |
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