+69.9%
NI vs BBWI
-44.3%
+114.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.4% | +1.4% |
| 7D | +2.3% | +1.6% | +0.7% | +2.2% |
| 30D | -1.7% | -6.2% | +4.5% | -1.4% |
| 3M | -8.0% | +4.3% | -12.3% | -8.4% |
| 6M | -8.6% | -7.2% | -1.5% | -8.6% |
| YTD | +2.3% | -3.0% | +5.4% | +2.1% |
| 1Y | +6.9% | -30.8% | +37.7% | +8.9% |
| All | +69.9% | -44.3% | +114.2% | +62.4% |
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 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