+46.0%
F vs BBWI
-43.7%
+89.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +0.7% |
| 7D | +5.3% | +1.5% | +3.8% | +4.9% |
| 30D | +4.6% | -5.2% | +9.8% | +5.6% |
| 3M | -3.7% | +11.1% | -14.8% | -7.3% |
| 6M | +16.8% | -13.4% | +30.2% | +19.1% |
| YTD | +15.3% | +0.1% | +15.2% | +12.5% |
| 1Y | +31.0% | -36.1% | +67.1% | +44.1% |
| All | +46.0% | -43.7% | +89.8% | +46.9% |
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