+36.0%
MSCI vs BBWI
-22.8%
+58.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.9% | -7.7% | +5.8% | -0.9% |
| 30D | +16.5% | +24.8% | -8.3% | +13.5% |
| 3M | +18.2% | +16.2% | +2.0% | +15.8% |
| 6M | +14.0% | +15.8% | -1.9% | +11.3% |
| YTD | +16.6% | +11.4% | +5.2% | +13.7% |
| 1Y | +14.8% | +3.2% | +11.6% | +12.5% |
| All | +36.0% | -22.8% | +58.8% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling