-68.1%
RGTI vs BBWI
+2.4%
-70.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.2% |
| 7D | -9.6% | +8.8% | -18.4% | -11.4% |
| 30D | -26.0% | +34.8% | -60.8% | -31.2% |
| 3M | -35.8% | +12.9% | -48.7% | -37.8% |
| 6M | -36.7% | +29.6% | -66.2% | -41.9% |
| YTD | -49.4% | +20.8% | -70.2% | -53.1% |
| 1Y | -68.1% | +4.1% | -72.2% | -69.5% |
| All | -68.1% | +2.4% | -70.5% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling