+244.0%
RL vs BBWI
-66.0%
+310.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.1% |
| 7D | -0.8% | +1.5% | -2.3% | -1.3% |
| 30D | -7.8% | -5.2% | -2.6% | -6.6% |
| 3M | -4.0% | +11.1% | -15.1% | -8.7% |
| 6M | -1.9% | -13.4% | +11.5% | +0.5% |
| YTD | -0.2% | +0.1% | -0.3% | -3.6% |
| 1Y | +10.7% | -36.1% | +46.8% | +24.1% |
| 3Y | +210.8% | -44.1% | +254.9% | +245.2% |
| All | +244.0% | -66.0% | +310.0% | +373.0% |
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 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