-93.6%
OPEN vs BBWI
-67.9%
-25.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -3.3% | -18.5% | -19.9% |
| 7D | -22.2% | -6.2% | -16.0% | -18.6% |
| 30D | -38.3% | +19.9% | -58.3% | -43.8% |
| 3M | -59.4% | +7.1% | -66.5% | -61.6% |
| 6M | -74.4% | +13.7% | -88.0% | -76.9% |
| YTD | -76.0% | +9.6% | -85.6% | -78.7% |
| 1Y | -78.7% | -1.6% | -77.0% | -80.5% |
| 3Y | -30.0% | -25.9% | -4.1% | -30.2% |
| All | -93.6% | -67.9% | -25.7% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling