-41.4%
IT vs BBWI
-67.2%
+25.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | -6.8% | -7.7% | +0.9% | -5.4% |
| 30D | -0.6% | +24.8% | -25.3% | -4.5% |
| 3M | +3.1% | +16.2% | -13.2% | -0.1% |
| 6M | +25.5% | +15.8% | +9.7% | +20.7% |
| YTD | -23.5% | +11.4% | -34.9% | -26.5% |
| 1Y | -16.6% | +3.2% | -19.8% | -19.5% |
| 3Y | -53.1% | -23.5% | -29.6% | -54.4% |
| 5Y | -41.4% | -67.4% | +26.0% | -22.0% |
| All | -41.4% | -67.2% | +25.7% | -22.0% |
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 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