+6,045.6%
IT vs BBWI
+718.7%
+5,326.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.5% | -5.4% |
| 7D | -6.0% | +1.5% | -7.5% | -6.4% |
| 30D | 0.0% | -5.2% | +5.2% | +1.0% |
| 3M | +13.1% | +11.1% | +2.0% | +9.0% |
| 6M | +11.7% | -13.4% | +25.1% | +13.1% |
| YTD | -26.1% | +0.1% | -26.2% | -28.3% |
| 1Y | -21.3% | -36.1% | +14.9% | -15.5% |
| 3Y | -46.7% | -44.1% | -2.6% | -44.0% |
| 5Y | -40.5% | -66.2% | +25.7% | -31.6% |
| 10Y | +103.9% | -54.8% | +158.7% | +77.7% |
| All | +6,045.6% | +718.7% | +5,326.9% | +1,517.2% |
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