+36.8%
S vs BBWI
-1.7%
+38.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.2% | +7.8% |
| 7D | +1.6% | -6.2% | +7.7% | +2.3% |
| 30D | -10.5% | +25.5% | -36.0% | -12.5% |
| 3M | +9.9% | +8.0% | +1.9% | +9.1% |
| 6M | +41.8% | +12.7% | +29.1% | +40.0% |
| YTD | +56.8% | +11.6% | +45.2% | +54.4% |
| All | +36.8% | -1.7% | +38.5% | +35.7% |
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 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