+6,234.5%
IT vs BBWI
+797.6%
+5,436.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -1.8% | +12.9% | -14.7% | -4.7% |
| 3M | +4.8% | +16.0% | -11.2% | +0.3% |
| 6M | +33.0% | +16.6% | +16.4% | +25.6% |
| YTD | -23.8% | +9.7% | -33.6% | -27.9% |
| 1Y | -16.5% | +1.5% | -18.0% | -20.7% |
| 3Y | -53.6% | -21.4% | -32.3% | -55.6% |
| 5Y | -42.1% | -67.6% | +25.4% | -32.6% |
| 10Y | +90.1% | -46.8% | +136.9% | +58.0% |
| All | +6,234.5% | +797.6% | +5,436.9% | +1,523.9% |
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