+40.6%
S vs BBWI
-28.0%
+68.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.4% |
| 7D | -13.4% | -6.2% | -7.2% | -12.2% |
| 30D | -14.0% | +19.9% | -33.9% | -17.6% |
| 3M | +4.9% | +7.1% | -2.3% | +2.4% |
| 6M | +42.0% | +13.7% | +28.3% | +35.5% |
| YTD | +45.1% | +9.6% | +35.5% | +37.9% |
| 1Y | +33.1% | -1.6% | +34.7% | +28.9% |
| 3Y | +40.6% | -25.9% | +66.5% | +28.8% |
| All | +40.6% | -28.0% | +68.7% | +28.8% |
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