+23.1%
Q vs BBWI
-17.0%
+40.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +6.7% |
| 7D | +0.3% | -6.2% | +6.5% | +1.1% |
| 30D | -9.8% | +19.9% | -29.7% | -12.1% |
| 3M | -12.2% | +7.1% | -19.4% | -13.3% |
| 6M | -21.6% | +13.7% | -35.3% | -24.1% |
| YTD | +43.6% | +9.6% | +34.0% | +40.2% |
| 1Y | +25.7% | -1.6% | +27.3% | +22.3% |
| All | +23.1% | -17.0% | +40.0% | +22.2% |
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 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