+45.8%
ON vs BBWI
-35.0%
+80.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.0% |
| 7D | -4.7% | -8.0% | +3.3% | -4.1% |
| 30D | -13.5% | -6.6% | -6.9% | -13.1% |
| 3M | -36.3% | -2.7% | -33.6% | -37.5% |
| 6M | +17.8% | -12.8% | +30.5% | +17.6% |
| YTD | +29.6% | -10.5% | +40.1% | +28.3% |
| 1Y | +45.8% | -35.3% | +81.1% | +63.4% |
| All | +45.8% | -35.0% | +80.8% | +63.4% |
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 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