+9.9%
IR vs BBWI
+1.2%
+8.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | +4.2% | -4.5% | +8.8% | +4.9% |
| 30D | +8.1% | +17.1% | -9.1% | +5.5% |
| 3M | +0.7% | +17.5% | -16.8% | -2.1% |
| 6M | +16.6% | +12.8% | +3.8% | +13.9% |
| YTD | +7.8% | +8.2% | -0.4% | +7.3% |
| 1Y | +9.9% | -1.8% | +11.7% | +9.3% |
| All | +9.9% | +1.2% | +8.7% | +9.3% |
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 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