+125.4%
FIX vs BBWI
-31.2%
+156.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.5% |
| 7D | +6.0% | +1.5% | +4.5% | +5.8% |
| 30D | -7.2% | -5.2% | -2.1% | -6.6% |
| 3M | -15.9% | +11.1% | -27.0% | -18.0% |
| 6M | +12.7% | -13.4% | +26.1% | +16.0% |
| YTD | +72.8% | +0.1% | +72.7% | +72.0% |
| All | +125.4% | -31.2% | +156.6% | +149.7% |
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