+21.7%
P vs BBWI
+1.6%
+20.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | -4.7% | -7.7% | +3.0% | -4.5% |
| 30D | -31.4% | +24.8% | -56.2% | -31.6% |
| 3M | -2.6% | +16.2% | -18.9% | -2.8% |
| 6M | +21.9% | +15.8% | +6.1% | +20.3% |
| YTD | +58.9% | +11.4% | +47.5% | +57.1% |
| 1Y | +21.7% | +3.2% | +18.5% | +20.9% |
| All | +21.7% | +1.6% | +20.2% | +20.9% |
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