+27.4%
M vs BBWI
-66.0%
+93.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.3% | +1.1% |
| 7D | +4.7% | +1.5% | +3.2% | +3.9% |
| 30D | -9.6% | -5.2% | -4.5% | -7.9% |
| 3M | +0.9% | +11.1% | -10.3% | -6.3% |
| 6M | +22.3% | -13.4% | +35.6% | +26.2% |
| YTD | +6.5% | +0.1% | +6.4% | +0.4% |
| 1Y | +38.8% | -36.1% | +74.9% | +63.8% |
| 3Y | +115.9% | -44.1% | +160.0% | +146.0% |
| All | +27.4% | -66.0% | +93.4% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling