+5,648.4%
NI vs BBWI
+1,125.9%
+4,522.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +3.1% | -4.5% | +7.6% | +3.6% |
| 30D | +11.2% | +17.1% | -6.0% | +9.0% |
| 3M | +9.8% | +17.5% | -7.6% | +7.3% |
| 6M | -1.6% | +12.8% | -14.4% | -3.9% |
| YTD | +12.6% | +8.2% | +4.5% | +9.9% |
| 1Y | +7.8% | -1.8% | +9.6% | +5.7% |
| 3Y | +100.5% | -25.8% | +126.3% | +97.7% |
| 5Y | +114.4% | -68.0% | +182.4% | +128.3% |
| 10Y | +193.9% | -47.6% | +241.5% | +165.1% |
| All | +5,648.4% | +1,125.9% | +4,522.5% | +2,934.0% |
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