+14,609.4%
SPGI vs BBWI
+1,142.2%
+13,467.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.3% |
| 7D | +0.3% | -6.2% | +6.5% | +1.6% |
| 30D | +18.4% | +19.9% | -1.6% | +13.8% |
| 3M | +15.7% | +7.1% | +8.5% | +13.3% |
| 6M | +17.3% | +13.7% | +3.6% | +12.5% |
| YTD | -4.7% | +9.6% | -14.3% | -8.8% |
| 1Y | +1.8% | -1.6% | +3.5% | -1.6% |
| 3Y | +31.7% | -25.9% | +57.6% | +28.8% |
| 5Y | +12.1% | -67.8% | +79.9% | +25.8% |
| 10Y | +341.9% | -43.5% | +385.4% | +269.1% |
| All | +14,609.4% | +1,142.2% | +13,467.2% | +5,500.9% |
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