+485.4%
P vs BBWI
-62.2%
+547.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.5% | +0.8% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | +18.8% | -5.2% | +24.0% | +19.7% |
| 3M | +26.7% | +11.1% | +15.6% | +22.4% |
| 6M | +62.2% | -13.4% | +75.5% | +63.5% |
| YTD | +48.5% | +0.1% | +48.4% | +43.8% |
| 1Y | +26.4% | -36.1% | +62.5% | +34.4% |
| 3Y | +159.4% | -44.1% | +203.5% | +174.6% |
| 5Y | +275.8% | -66.2% | +342.0% | +330.5% |
| 10Y | +732.0% | -54.8% | +786.8% | +593.5% |
| All | +485.4% | -62.2% | +547.6% | +408.0% |
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 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