+291.3%
IR vs BBWI
-35.0%
+326.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | -15.1% | -5.2% | -9.9% | -14.3% |
| 3M | +6.1% | +11.1% | -5.0% | +2.7% |
| 6M | -16.8% | -13.4% | -3.4% | -15.2% |
| YTD | -3.5% | +0.1% | -3.6% | -5.5% |
| 1Y | -3.5% | -36.1% | +32.6% | +3.9% |
| 3Y | +9.5% | -44.1% | +53.6% | +16.6% |
| 5Y | +45.1% | -66.2% | +111.3% | +68.3% |
| All | +291.3% | -35.0% | +326.3% | +216.3% |
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 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