+15.0%
NYT vs BBWI
-34.3%
+49.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | -1.3% | +1.5% | -2.8% | -1.4% |
| 30D | +2.7% | -5.2% | +7.9% | +3.0% |
| 3M | -10.3% | +11.1% | -21.4% | -10.8% |
| 6M | -16.6% | -13.4% | -3.2% | -16.4% |
| YTD | -2.3% | +0.1% | -2.4% | -2.2% |
| 1Y | +15.0% | -36.1% | +51.1% | +15.0% |
| All | +15.0% | -34.3% | +49.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling