+512.8%
F vs BBWI
+1,184.1%
-671.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | +0.9% |
| 7D | +1.4% | -3.1% | +4.4% | +2.3% |
| 30D | +2.0% | +23.1% | -21.1% | -4.8% |
| 3M | -10.4% | +7.3% | -17.7% | -13.3% |
| 6M | +9.7% | +22.6% | -12.9% | +0.7% |
| YTD | -1.2% | +13.3% | -14.5% | -8.6% |
| 1Y | 0.0% | -2.6% | +2.6% | -4.6% |
| 3Y | +41.1% | -25.9% | +67.0% | +39.6% |
| 5Y | -11.4% | -66.7% | +55.3% | +8.3% |
| 10Y | +85.0% | -41.6% | +126.5% | +52.9% |
| All | +512.8% | +1,184.1% | -671.3% | +68.1% |
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