+9.7%
O vs BBWI
+0.1%
+9.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.1% | +12.9% | -5.8% | +6.6% |
| 3M | -5.2% | +16.0% | -21.2% | -5.8% |
| 6M | -1.8% | +16.6% | -18.4% | -2.3% |
| YTD | +9.1% | +9.7% | -0.7% | +8.6% |
| 1Y | +9.7% | +1.5% | +8.2% | +9.3% |
| All | +9.7% | +0.1% | +9.6% | +9.3% |
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