-13.5%
F vs BBWI
-67.2%
+53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -2.1% | -7.7% | +5.6% | +0.2% |
| 30D | +3.3% | +24.8% | -21.4% | -3.7% |
| 3M | -11.3% | +16.2% | -27.5% | -16.1% |
| 6M | +5.3% | +15.8% | -10.5% | -1.4% |
| YTD | -2.2% | +11.4% | -13.7% | -8.9% |
| 1Y | -3.5% | +3.2% | -6.7% | -9.2% |
| 3Y | +49.5% | -23.5% | +73.0% | +45.3% |
| 5Y | -13.5% | -67.4% | +53.9% | +11.5% |
| All | -13.5% | -67.2% | +53.6% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling