+32.6%
NET vs BBWI
-64.5%
+97.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.8% |
| 7D | -16.4% | +8.8% | -25.1% | -18.6% |
| 30D | -25.8% | +34.8% | -60.7% | -32.9% |
| 3M | -11.5% | +12.9% | -24.5% | -16.3% |
| 6M | +18.9% | +29.6% | -10.7% | +5.0% |
| YTD | +35.2% | +20.8% | +14.4% | +18.6% |
| 1Y | +14.5% | +4.1% | +10.4% | +4.5% |
| 3Y | +313.8% | -21.0% | +334.9% | +265.5% |
| 5Y | +32.6% | -64.8% | +97.4% | +105.4% |
| All | +32.6% | -64.5% | +97.0% | +105.4% |
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