+425.3%
M vs BBWI
+516.0%
-90.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 6M | +22.3% | -13.4% | +35.6% | +25.5% |
| YTD | +6.5% | +0.1% | +6.4% | +0.5% |
| 1Y | +38.8% | -36.1% | +74.9% | +59.3% |
| 3Y | +115.9% | -44.1% | +160.0% | +145.7% |
| 5Y | +28.6% | -66.2% | +94.9% | +91.0% |
| 10Y | -2.5% | -54.8% | +52.2% | -1.7% |
| All | +425.3% | +516.0% | -90.7% | +29.5% |
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 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