+495.0%
FIX vs BBWI
-23.6%
+518.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -13.9% | -4.2% | -9.7% | -13.2% |
| 30D | -35.5% | +24.9% | -60.4% | -38.7% |
| 3M | -33.9% | +13.2% | -47.1% | -36.2% |
| 6M | -43.3% | +12.1% | -55.4% | -45.6% |
| YTD | +18.7% | +11.1% | +7.6% | +13.0% |
| 1Y | +13.8% | +0.7% | +13.0% | +10.0% |
| 3Y | +495.0% | -23.8% | +518.7% | +547.3% |
| All | +495.0% | -23.6% | +518.6% | +547.3% |
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