+430.5%
M vs BBWI
+574.4%
-143.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -2.9% |
| 7D | -4.3% | -6.2% | +1.9% | -0.9% |
| 30D | +1.3% | +19.9% | -18.7% | -7.9% |
| 3M | -7.4% | +7.1% | -14.5% | -12.1% |
| 6M | +18.3% | +13.7% | +4.7% | +6.9% |
| YTD | +7.6% | +9.6% | -2.0% | -3.9% |
| 1Y | +17.4% | -1.6% | +19.0% | +7.4% |
| 3Y | +108.4% | -25.9% | +134.2% | +103.1% |
| 5Y | -10.6% | -67.8% | +57.2% | +34.5% |
| 10Y | -3.2% | -43.5% | +40.3% | -13.5% |
| All | +430.5% | +574.4% | -143.9% | +23.7% |
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