+5,286.6%
O vs BBWI
+1,007.1%
+4,279.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.5% | -4.2% | +7.8% | +4.5% |
| 30D | +10.4% | +24.9% | -14.4% | +5.0% |
| 3M | -2.4% | +13.2% | -15.6% | -5.9% |
| 6M | -1.2% | +12.1% | -13.3% | -5.4% |
| YTD | +10.4% | +11.1% | -0.7% | +4.5% |
| 1Y | +11.4% | +0.7% | +10.7% | +6.4% |
| 3Y | +40.4% | -23.8% | +64.1% | +34.3% |
| 5Y | +12.1% | -66.9% | +79.1% | +24.3% |
| 10Y | +82.7% | -45.3% | +128.1% | +46.6% |
| All | +5,286.6% | +1,007.1% | +4,279.5% | +1,806.2% |
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