-26.6%
IT vs BBWI
-35.0%
+8.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -12.7% | -8.0% | -4.7% | -12.0% |
| 30D | -8.9% | -6.6% | -2.3% | -8.3% |
| 3M | +10.1% | -2.7% | +12.8% | +10.5% |
| 6M | +7.3% | -12.8% | +20.0% | +8.1% |
| YTD | -32.4% | -10.5% | -21.9% | -31.6% |
| 1Y | -26.6% | -35.3% | +8.7% | -21.0% |
| All | -26.6% | -35.0% | +8.3% | -21.0% |
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