+5,387.7%
O vs BBWI
+897.7%
+4,490.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.4% |
| 7D | -0.7% | +1.5% | -2.3% | -1.1% |
| 30D | -1.9% | -5.2% | +3.3% | -1.1% |
| 3M | +3.8% | +11.1% | -7.3% | +0.5% |
| 6M | -4.7% | -13.4% | +8.6% | -3.7% |
| YTD | +12.5% | +0.1% | +12.4% | +9.5% |
| 1Y | +10.8% | -36.1% | +47.0% | +17.3% |
| 3Y | +28.8% | -44.1% | +72.9% | +32.8% |
| 5Y | +13.2% | -66.2% | +79.4% | +24.7% |
| 10Y | +53.5% | -54.8% | +108.2% | +29.5% |
| All | +5,387.7% | +897.7% | +4,490.0% | +1,897.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling