+188.0%
ON vs BBWI
+252.8%
-64.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.3% | +8.4% |
| 7D | -1.4% | -6.2% | +4.7% | +1.2% |
| 30D | -10.9% | +25.5% | -36.4% | -18.9% |
| 3M | -14.9% | +8.0% | -22.8% | -18.8% |
| 6M | -33.0% | +12.7% | -45.7% | -39.1% |
| YTD | +27.6% | +11.6% | +16.0% | +13.9% |
| 1Y | +44.5% | -0.9% | +45.4% | +32.2% |
| 3Y | +7.4% | -22.7% | +30.1% | +3.6% |
| 5Y | +18.7% | -67.2% | +85.9% | +54.7% |
| 10Y | +516.0% | -43.7% | +559.7% | +398.4% |
| All | +188.0% | +252.8% | -64.8% | -28.2% |
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