-8.8%
IT vs BBWI
+2.4%
-11.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.7% | +0.9% |
| 7D | -5.5% | +8.8% | -14.2% | -6.3% |
| 30D | +10.3% | +34.8% | -24.5% | +7.1% |
| 3M | +11.5% | +12.9% | -1.4% | +9.4% |
| 6M | +40.3% | +29.6% | +10.7% | +36.1% |
| YTD | -17.9% | +20.8% | -38.6% | -19.3% |
| 1Y | -8.8% | +4.1% | -12.9% | -10.1% |
| All | -8.8% | +2.4% | -11.2% | -10.1% |
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