-63.2%
SPCH vs BBWI
+20.4%
-83.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.7% | -8.7% |
| 7D | -13.4% | +8.8% | -22.2% | -15.7% |
| 30D | -39.6% | +34.8% | -74.5% | -47.4% |
| 3M | -1.4% | +12.9% | -14.3% | -2.3% |
| All | -63.2% | +20.4% | -83.6% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling