-53.2%
S vs BBWI
-61.4%
+8.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | -7.7% | +1.5% | -9.2% | -8.2% |
| 30D | -5.3% | -5.2% | -0.1% | -3.9% |
| 3M | +20.3% | +11.1% | +9.2% | +14.4% |
| 6M | +47.4% | -13.4% | +60.7% | +50.5% |
| YTD | +32.5% | +0.1% | +32.4% | +26.8% |
| 1Y | +9.5% | -36.1% | +45.7% | +23.4% |
| 3Y | +15.5% | -44.1% | +59.6% | +25.8% |
| 5Y | -71.2% | -66.2% | -5.0% | -55.9% |
| All | -53.2% | -61.4% | +8.2% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling