+6,268.1%
SO vs BBWI
+1,142.2%
+5,125.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | -1.5% | -6.2% | +4.7% | -1.0% |
| 30D | +8.1% | +19.9% | -11.9% | +6.3% |
| 3M | +0.2% | +7.1% | -6.9% | -0.7% |
| 6M | +0.4% | +13.7% | -13.3% | -1.4% |
| YTD | +8.5% | +9.6% | -1.1% | +6.4% |
| 1Y | +4.9% | -1.6% | +6.6% | +3.4% |
| 3Y | +47.9% | -25.9% | +73.8% | +46.1% |
| 5Y | +75.7% | -67.8% | +143.5% | +83.7% |
| 10Y | +178.0% | -43.5% | +221.5% | +152.2% |
| All | +6,268.1% | +1,142.2% | +5,125.8% | +3,576.9% |
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