+2,340.5%
EXC vs BBWI
+1,034.6%
+1,305.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.4% |
| 7D | +0.3% | +1.5% | -1.2% | +0.1% |
| 30D | -3.7% | -5.2% | +1.5% | -3.3% |
| 3M | -1.3% | +11.1% | -12.4% | -3.1% |
| 6M | -9.7% | -13.4% | +3.7% | -9.1% |
| YTD | +2.9% | +0.1% | +2.8% | +1.4% |
| 1Y | +4.4% | -36.1% | +40.5% | +8.0% |
| 3Y | +22.2% | -44.1% | +66.3% | +24.5% |
| 5Y | +46.7% | -66.2% | +113.0% | +55.4% |
| 10Y | +155.3% | -54.8% | +210.1% | +130.9% |
| All | +2,340.5% | +1,034.6% | +1,305.9% | +1,096.5% |
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 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