+14.7%
S vs BBWI
-44.4%
+59.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.5% |
| 7D | -5.8% | +1.6% | -7.4% | -6.2% |
| 30D | -9.2% | -6.2% | -3.0% | -8.0% |
| 3M | +23.4% | +4.3% | +19.0% | +21.3% |
| 6M | +36.9% | -7.2% | +44.1% | +37.0% |
| YTD | +29.5% | -3.0% | +32.6% | +27.2% |
| 1Y | +5.4% | -30.8% | +36.2% | +13.3% |
| 3Y | +14.7% | -43.4% | +58.1% | +14.9% |
| All | +14.7% | -44.4% | +59.1% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling