+6.7%
NI vs BBWI
-34.3%
+41.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -0.8% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | -3.5% | -5.2% | +1.6% | -3.4% |
| 3M | -9.1% | +11.1% | -20.2% | -9.6% |
| 6M | -11.8% | -13.4% | +1.5% | -11.4% |
| YTD | +1.1% | +0.1% | +1.0% | +1.3% |
| 1Y | +6.7% | -36.1% | +42.8% | +14.3% |
| All | +6.7% | -34.3% | +41.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling