-48.8%
S vs BBWI
-57.7%
+9.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.8% |
| 7D | -13.4% | -6.2% | -7.2% | -11.5% |
| 30D | -14.0% | +19.9% | -33.9% | -19.7% |
| 3M | +4.9% | +7.1% | -2.3% | +0.6% |
| 6M | +42.0% | +13.7% | +28.3% | +31.3% |
| YTD | +45.1% | +9.6% | +35.5% | +32.8% |
| 1Y | +33.1% | -1.6% | +34.7% | +24.7% |
| 3Y | +40.6% | -25.9% | +66.5% | +33.1% |
| 5Y | -67.5% | -67.8% | +0.3% | -49.6% |
| All | -48.8% | -57.7% | +9.0% | -22.6% |
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