+1,514.2%
RF vs BBWI
+1,034.6%
+479.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | +1.3% | +1.5% | -0.2% | +0.8% |
| 30D | -3.6% | -5.2% | +1.6% | -2.5% |
| 3M | +8.1% | +11.1% | -3.0% | +3.1% |
| 6M | +11.5% | -13.4% | +24.8% | +13.5% |
| YTD | +15.6% | +0.1% | +15.5% | +11.2% |
| 1Y | +15.7% | -36.1% | +51.8% | +26.4% |
| 3Y | +86.9% | -44.1% | +131.0% | +101.4% |
| 5Y | +89.8% | -66.2% | +156.1% | +128.4% |
| 10Y | +344.7% | -54.8% | +399.5% | +289.5% |
| All | +1,514.2% | +1,034.6% | +479.6% | +391.5% |
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