+2,498.9%
MAR vs BBWI
+487.4%
+2,011.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | -4.2% | +1.5% | -5.7% | -4.6% |
| 30D | -6.7% | -5.2% | -1.5% | -5.6% |
| 3M | -12.5% | +11.1% | -23.6% | -16.7% |
| 6M | +0.6% | -13.4% | +13.9% | +2.4% |
| YTD | +9.1% | +0.1% | +9.0% | +5.2% |
| 1Y | +26.2% | -36.1% | +62.3% | +37.9% |
| 3Y | +68.2% | -44.1% | +112.2% | +79.6% |
| 5Y | +163.9% | -66.2% | +230.2% | +216.0% |
| 10Y | +420.6% | -54.8% | +475.3% | +343.4% |
| All | +2,498.9% | +487.4% | +2,011.6% | +520.8% |
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