+50.6%
LYB vs BBWI
+2.4%
+48.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -4.4% |
| 7D | -6.2% | +8.8% | -15.0% | -5.6% |
| 30D | +6.3% | +34.8% | -28.5% | +8.6% |
| 3M | +4.1% | +12.9% | -8.8% | +4.9% |
| 6M | -15.5% | +29.6% | -45.1% | -13.7% |
| YTD | +50.2% | +20.8% | +29.5% | +54.1% |
| 1Y | +50.6% | +4.1% | +46.5% | +55.4% |
| All | +50.6% | +2.4% | +48.2% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling