+25.6%
M vs BBWI
-1.7%
+27.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.2% | +7.6% |
| 7D | +2.5% | -6.2% | +8.7% | +4.3% |
| 30D | +10.1% | +25.5% | -15.4% | +4.7% |
| 3M | -0.9% | +8.0% | -8.9% | -2.9% |
| 6M | +30.2% | +12.7% | +17.5% | +25.9% |
| YTD | +16.3% | +11.6% | +4.7% | +13.6% |
| All | +25.6% | -1.7% | +27.3% | +23.5% |
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