-0.8%
F vs BBWI
-6.0%
+5.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.1% |
| 7D | +1.6% | -6.2% | +7.7% | +2.7% |
| 30D | +2.6% | +19.9% | -17.3% | -0.7% |
| 3M | -8.8% | +7.1% | -16.0% | -10.3% |
| 6M | +4.6% | +13.7% | -9.0% | +1.0% |
| YTD | -1.9% | +9.6% | -11.5% | -4.5% |
| 1Y | -0.8% | -1.6% | +0.9% | -2.7% |
| All | -0.8% | -6.0% | +5.2% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling