-78.0%
SE vs BBWI
-67.9%
-10.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.2% |
| 7D | +2.0% | -6.2% | +8.2% | +4.2% |
| 30D | -20.0% | +19.9% | -39.9% | -25.0% |
| 3M | -31.8% | +7.1% | -38.9% | -34.5% |
| 6M | -15.9% | +13.7% | -29.5% | -22.1% |
| YTD | -40.6% | +9.6% | -50.2% | -45.9% |
| 1Y | -50.7% | -1.6% | -49.0% | -53.9% |
| 3Y | +70.3% | -25.9% | +96.2% | +55.2% |
| All | -78.0% | -67.9% | -10.1% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling