+58.4%
NDAQ vs BBWI
-66.0%
+124.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | -2.4% | +1.5% | -4.0% | -2.6% |
| 30D | +2.5% | -5.2% | +7.6% | +2.9% |
| 3M | +9.9% | +11.1% | -1.2% | +7.9% |
| 6M | +9.4% | -13.4% | +22.8% | +10.3% |
| YTD | +0.4% | +0.1% | +0.3% | -0.9% |
| 1Y | +4.0% | -36.1% | +40.2% | +8.6% |
| 3Y | +94.4% | -44.1% | +138.5% | +99.3% |
| All | +58.4% | -66.0% | +124.4% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling