+2,327.9%
NDAQ vs BBWI
+249.4%
+2,078.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.5% |
| 7D | -2.4% | +1.5% | -4.0% | -2.8% |
| 30D | +2.5% | -5.2% | +7.6% | +3.4% |
| 3M | +9.9% | +11.1% | -1.2% | +6.0% |
| 6M | +9.4% | -13.4% | +22.8% | +10.7% |
| YTD | +0.4% | +0.1% | +0.3% | -2.6% |
| 1Y | +4.0% | -36.1% | +40.2% | +11.0% |
| 3Y | +94.4% | -44.1% | +138.5% | +102.3% |
| 5Y | +56.7% | -66.2% | +123.0% | +76.6% |
| 10Y | +375.3% | -54.8% | +430.1% | +305.3% |
| All | +2,327.9% | +249.4% | +2,078.5% | +714.5% |
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