-27.2%
NOW vs BBWI
-68.3%
+41.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -1.7% | -4.5% | +2.9% | -0.7% |
| 30D | -27.4% | +17.1% | -44.5% | -30.4% |
| 3M | -19.4% | +17.5% | -36.9% | -23.3% |
| 6M | +13.1% | +12.8% | +0.3% | +7.7% |
| YTD | -34.3% | +8.2% | -42.4% | -37.7% |
| 1Y | -41.8% | -1.8% | -39.9% | -44.1% |
| 3Y | -20.7% | -25.8% | +5.1% | -25.2% |
| 5Y | -27.2% | -68.0% | +40.8% | +6.6% |
| All | -27.2% | -68.3% | +41.1% | +6.6% |
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