-49.2%
OPEN vs BBWI
-33.4%
-15.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.9% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | -11.9% | -6.2% | -5.7% | -11.0% |
| 3M | -28.8% | +4.3% | -33.1% | -29.3% |
| 6M | -38.6% | -7.2% | -31.4% | -37.7% |
| YTD | -47.3% | -3.0% | -44.3% | -46.5% |
| 1Y | -49.2% | -30.8% | -18.4% | -53.2% |
| All | -49.2% | -33.4% | -15.8% | -53.2% |
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 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