+92.6%
NDAQ vs BBWI
-44.4%
+137.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -2.6% | +1.6% | -4.1% | -2.7% |
| 30D | +0.5% | -6.2% | +6.7% | +0.9% |
| 3M | +9.9% | +4.3% | +5.6% | +9.0% |
| 6M | +8.2% | -7.2% | +15.4% | +8.1% |
| YTD | -1.5% | -3.0% | +1.5% | -2.1% |
| 1Y | +1.3% | -30.8% | +32.1% | +4.2% |
| 3Y | +92.6% | -43.4% | +136.0% | +95.9% |
| All | +92.6% | -44.4% | +137.0% | +95.9% |
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