+44.1%
IR vs BBWI
-67.9%
+112.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.1% |
| 7D | +3.7% | -6.2% | +9.9% | +5.1% |
| 30D | +7.4% | +19.9% | -12.5% | +2.9% |
| 3M | -5.9% | +7.1% | -13.1% | -8.1% |
| 6M | +5.6% | +13.7% | -8.1% | +1.1% |
| YTD | +4.8% | +9.6% | -4.8% | +0.4% |
| 1Y | +6.9% | -1.6% | +8.6% | +3.7% |
| 3Y | +27.6% | -25.9% | +53.4% | +26.2% |
| All | +44.1% | -67.9% | +112.0% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling