+209.9%
ON vs BBWI
+216.3%
-6.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | -0.1% |
| 7D | +2.4% | +1.5% | +0.9% | +1.8% |
| 30D | -3.3% | -5.2% | +1.9% | -2.1% |
| 3M | -43.6% | +11.1% | -54.7% | -47.5% |
| 6M | +19.0% | -13.4% | +32.3% | +19.5% |
| YTD | +37.4% | +0.1% | +37.3% | +29.0% |
| 1Y | +54.8% | -36.1% | +90.9% | +70.0% |
| 3Y | -25.2% | -44.1% | +18.9% | -17.5% |
| 5Y | +62.7% | -66.2% | +129.0% | +111.1% |
| 10Y | +574.3% | -54.8% | +629.1% | +502.6% |
| All | +209.9% | +216.3% | -6.4% | -18.6% |
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