-26.4%
NOW vs BBWI
-67.9%
+41.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.3% |
| 7D | -3.0% | -6.2% | +3.2% | -1.6% |
| 30D | -26.0% | +19.9% | -46.0% | -29.5% |
| 3M | -13.1% | +7.1% | -20.3% | -15.5% |
| 6M | +14.5% | +13.7% | +0.8% | +8.8% |
| YTD | -33.4% | +9.6% | -43.0% | -37.1% |
| 1Y | -40.6% | -1.6% | -39.0% | -43.0% |
| 3Y | -16.3% | -25.9% | +9.6% | -20.9% |
| All | -26.4% | -67.9% | +41.5% | +7.2% |
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