+40.0%
O vs BBWI
-25.2%
+65.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | +3.3% | -6.2% | +9.5% | +3.6% |
| 30D | +10.3% | +25.5% | -15.1% | +9.1% |
| 3M | -3.5% | +8.0% | -11.4% | -3.9% |
| 6M | -1.3% | +12.7% | -14.0% | -2.1% |
| YTD | +10.3% | +11.6% | -1.3% | +9.2% |
| 1Y | +10.4% | -0.9% | +11.3% | +9.7% |
| 3Y | +40.0% | -22.7% | +62.7% | +34.0% |
| All | +40.0% | -25.2% | +65.2% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling