+2,666.5%
NDAQ vs BBWI
+287.7%
+2,378.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.9% | -4.2% | +7.1% | +3.9% |
| 30D | +17.5% | +24.9% | -7.4% | +11.1% |
| 3M | +15.4% | +13.2% | +2.2% | +11.1% |
| 6M | +24.6% | +12.1% | +12.5% | +18.8% |
| YTD | +14.4% | +11.1% | +3.3% | +7.7% |
| 1Y | +26.9% | +0.7% | +26.2% | +20.6% |
| 3Y | +119.8% | -23.8% | +143.6% | +110.3% |
| 5Y | +70.5% | -66.9% | +137.4% | +93.8% |
| 10Y | +475.8% | -45.3% | +521.1% | +360.8% |
| All | +2,666.5% | +287.7% | +2,378.8% | +800.5% |
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