+2,883.5%
GE vs BBWI
+1,034.6%
+1,848.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | -11.6% | -5.2% | -6.4% | -10.6% |
| 3M | +3.0% | +11.1% | -8.1% | -0.7% |
| 6M | -0.5% | -13.4% | +12.8% | +1.3% |
| YTD | +9.7% | +0.1% | +9.6% | +6.9% |
| 1Y | +20.0% | -36.1% | +56.2% | +29.6% |
| 3Y | +275.8% | -44.1% | +319.9% | +295.8% |
| 5Y | +429.1% | -66.2% | +495.3% | +509.4% |
| 10Y | +151.2% | -54.8% | +205.9% | +119.2% |
| All | +2,883.5% | +1,034.6% | +1,848.9% | +708.4% |
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