+47.6%
ON vs BBWI
+2.4%
+45.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.1% |
| 7D | -5.8% | +8.8% | -14.6% | -6.3% |
| 30D | -17.1% | +34.8% | -51.9% | -18.7% |
| 3M | -11.8% | +12.9% | -24.7% | -12.7% |
| 6M | -30.2% | +29.6% | -59.8% | -32.9% |
| YTD | +31.6% | +20.8% | +10.8% | +28.2% |
| 1Y | +47.6% | +4.1% | +43.5% | +46.1% |
| All | +47.6% | +2.4% | +45.2% | +46.1% |
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