+40,454.4%
LOW vs BBWI
+1,163.2%
+39,291.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.0% | -7.7% | +8.7% | +3.5% |
| 30D | +25.6% | +24.8% | +0.8% | +17.0% |
| 3M | +5.3% | +16.2% | -10.9% | -0.6% |
| 6M | +3.7% | +15.8% | -12.1% | -3.0% |
| YTD | -1.9% | +11.4% | -13.3% | -8.5% |
| 1Y | +0.6% | +3.2% | -2.6% | -5.7% |
| 3Y | +26.4% | -23.5% | +49.9% | +22.1% |
| 5Y | +10.1% | -67.4% | +77.5% | +32.2% |
| 10Y | +301.3% | -46.0% | +347.2% | +222.2% |
| All | +40,454.4% | +1,163.2% | +39,291.2% | +8,309.7% |
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