+5.7%
O vs BBWI
-35.0%
+40.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -3.5% | -8.0% | +4.5% | -3.2% |
| 30D | -3.3% | -6.6% | +3.3% | -3.1% |
| 3M | -2.8% | -2.7% | -0.1% | -2.8% |
| 6M | -5.8% | -12.8% | +7.0% | -5.4% |
| YTD | +9.4% | -10.5% | +19.9% | +9.7% |
| 1Y | +5.7% | -35.3% | +41.0% | +7.0% |
| All | +5.7% | -35.0% | +40.6% | +7.0% |
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