+7,433.0%
FIX vs BBWI
+881.1%
+6,552.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.2% | -5.4% | -9.9% |
| 7D | -27.2% | -3.1% | -24.2% | -26.7% |
| 30D | -46.9% | +23.1% | -70.1% | -50.3% |
| 3M | -44.4% | +7.3% | -51.7% | -46.3% |
| 6M | -50.9% | +22.6% | -73.5% | -54.8% |
| YTD | +3.5% | +13.3% | -9.7% | -4.1% |
| 1Y | -2.1% | -2.6% | +0.5% | -6.6% |
| 3Y | +418.7% | -25.9% | +444.7% | +409.3% |
| 5Y | +894.6% | -66.7% | +961.3% | +1,060.6% |
| 10Y | +3,465.5% | -41.6% | +3,507.1% | +2,839.9% |
| All | +7,433.0% | +881.1% | +6,552.0% | +2,547.2% |
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