+5,976.4%
SO vs BBWI
+1,034.6%
+4,941.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.0% |
| 7D | -0.2% | +1.5% | -1.7% | -0.3% |
| 30D | -4.6% | -5.2% | +0.6% | -4.3% |
| 3M | -3.0% | +11.1% | -14.1% | -4.2% |
| 6M | -8.3% | -13.4% | +5.1% | -7.8% |
| YTD | +3.5% | +0.1% | +3.4% | +2.5% |
| 1Y | -0.9% | -36.1% | +35.2% | +1.4% |
| 3Y | +45.4% | -44.1% | +89.4% | +47.4% |
| 5Y | +59.6% | -66.2% | +125.9% | +66.1% |
| 10Y | +156.6% | -54.8% | +211.4% | +138.1% |
| All | +5,976.4% | +1,034.6% | +4,941.7% | +3,442.4% |
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