+2,451.3%
EXC vs BBWI
+1,142.2%
+1,309.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -1.2% | -6.2% | +5.0% | -0.4% |
| 30D | +10.0% | +19.9% | -10.0% | +7.4% |
| 3M | +1.6% | +7.1% | -5.5% | +0.3% |
| 6M | +3.3% | +13.7% | -10.4% | +0.6% |
| YTD | +7.6% | +9.6% | -2.0% | +4.5% |
| 1Y | +3.5% | -1.6% | +5.1% | +1.1% |
| 3Y | +27.7% | -25.9% | +53.5% | +25.1% |
| 5Y | +41.1% | -67.8% | +108.9% | +50.5% |
| 10Y | +178.2% | -43.5% | +221.7% | +143.4% |
| All | +2,451.3% | +1,142.2% | +1,309.0% | +1,133.2% |
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 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