+176.6%
P vs BBWI
-28.0%
+204.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +4.1% |
| 7D | -23.8% | -6.2% | -17.6% | -22.9% |
| 30D | -36.6% | +19.9% | -56.6% | -38.7% |
| 3M | +10.9% | +7.1% | +3.7% | +8.8% |
| 6M | +30.0% | +13.7% | +16.3% | +24.3% |
| YTD | +44.4% | +9.6% | +34.8% | +37.3% |
| 1Y | +3.9% | -1.6% | +5.6% | +0.7% |
| 3Y | +176.6% | -25.9% | +202.5% | +170.7% |
| All | +176.6% | -28.0% | +204.6% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling