+6.8%
NOW vs BBWI
-66.0%
+72.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.6% |
| 7D | -2.4% | +1.5% | -3.9% | -2.7% |
| 30D | +20.5% | -5.2% | +25.7% | +21.6% |
| 3M | +18.3% | +11.1% | +7.2% | +14.7% |
| 6M | +24.1% | -13.4% | +37.4% | +25.9% |
| YTD | -7.8% | +0.1% | -7.9% | -10.2% |
| 1Y | -21.4% | -36.1% | +14.7% | -15.1% |
| 3Y | +19.5% | -44.1% | +63.6% | +24.5% |
| All | +6.8% | -66.0% | +72.8% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling