+102.0%
NI vs BBWI
-25.1%
+127.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | +3.1% | -4.5% | +7.6% | +3.4% |
| 30D | +11.2% | +17.1% | -6.0% | +10.1% |
| 3M | +9.8% | +17.5% | -7.6% | +8.6% |
| 6M | -1.6% | +12.8% | -14.4% | -2.6% |
| YTD | +12.6% | +8.2% | +4.5% | +11.6% |
| 1Y | +7.8% | -1.8% | +9.6% | +7.2% |
| All | +102.0% | -25.1% | +127.1% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling