+12,471.5%
FIX vs BBWI
+766.9%
+11,704.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.1% |
| 7D | +6.0% | +1.5% | +4.5% | +5.6% |
| 30D | -7.2% | -5.2% | -2.1% | -6.4% |
| 3M | -15.9% | +11.1% | -27.0% | -19.3% |
| 6M | +12.7% | -13.4% | +26.1% | +14.4% |
| YTD | +72.8% | +0.1% | +72.7% | +67.3% |
| 1Y | +122.9% | -36.1% | +159.0% | +141.2% |
| 3Y | +774.3% | -44.1% | +818.4% | +835.4% |
| 5Y | +2,049.5% | -66.2% | +2,115.7% | +2,415.9% |
| 10Y | +5,821.5% | -54.8% | +5,876.2% | +5,212.5% |
| All | +12,471.5% | +766.9% | +11,704.6% | +4,516.4% |
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