-51.3%
IT vs BBWI
-44.4%
-6.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.1% | -4.3% | -7.0% |
| 7D | -9.1% | +1.6% | -10.7% | -9.3% |
| 30D | -7.0% | -6.2% | -0.8% | -6.3% |
| 3M | +7.6% | +4.3% | +3.3% | +6.7% |
| 6M | +2.1% | -7.2% | +9.3% | +2.2% |
| YTD | -31.6% | -3.0% | -28.6% | -32.1% |
| 1Y | -29.9% | -30.8% | +0.8% | -26.9% |
| 3Y | -51.3% | -43.4% | -7.9% | -52.1% |
| All | -51.3% | -44.4% | -6.8% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling