+7.4%
ON vs BBWI
-25.2%
+32.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.3% | +8.6% |
| 7D | -1.4% | -6.2% | +4.7% | +0.5% |
| 30D | -10.9% | +25.5% | -36.4% | -16.6% |
| 3M | -14.9% | +8.0% | -22.8% | -17.5% |
| 6M | -33.0% | +12.7% | -45.7% | -37.6% |
| YTD | +27.6% | +11.6% | +16.0% | +16.9% |
| 1Y | +44.5% | -0.9% | +45.4% | +36.6% |
| 3Y | +7.4% | -22.7% | +30.1% | +10.2% |
| All | +7.4% | -25.2% | +32.6% | +10.2% |
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 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