+1,407.5%
RF vs BBWI
+1,184.1%
+223.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -0.1% |
| 7D | -1.6% | -3.1% | +1.4% | -0.7% |
| 30D | +5.0% | +23.1% | -18.1% | -2.3% |
| 3M | -10.0% | +7.3% | -17.3% | -13.4% |
| 6M | +3.3% | +22.6% | -19.3% | -6.0% |
| YTD | +7.9% | +13.3% | -5.3% | -1.2% |
| 1Y | +21.2% | -2.6% | +23.8% | +14.4% |
| 3Y | +105.8% | -25.9% | +131.7% | +100.3% |
| 5Y | +43.7% | -66.7% | +110.4% | +72.8% |
| 10Y | +289.4% | -41.6% | +331.0% | +209.6% |
| All | +1,407.5% | +1,184.1% | +223.4% | +336.7% |
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 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