+1,381.0%
NET vs BBWI
+77.7%
+1,303.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.3% |
| 7D | -16.4% | +8.8% | -25.1% | -17.8% |
| 30D | -25.8% | +34.8% | -60.7% | -30.3% |
| 3M | -11.5% | +12.9% | -24.5% | -14.5% |
| 6M | +18.9% | +29.6% | -10.7% | +10.4% |
| YTD | +35.2% | +20.8% | +14.4% | +25.4% |
| 1Y | +14.5% | +4.1% | +10.4% | +8.5% |
| 3Y | +313.8% | -21.0% | +334.9% | +299.1% |
| 5Y | +32.6% | -64.8% | +97.4% | +40.0% |
| All | +1,381.0% | +77.7% | +1,303.3% | +1,456.1% |
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