+13,845.6%
SPGI vs BBWI
+1,034.6%
+12,811.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +8.4% | -5.2% | +13.6% | +9.3% |
| 3M | +11.8% | +11.1% | +0.7% | +8.6% |
| 6M | +5.7% | -13.4% | +19.1% | +7.0% |
| YTD | -9.7% | +0.1% | -9.8% | -11.6% |
| 1Y | -12.5% | -36.1% | +23.7% | -7.3% |
| 3Y | +21.8% | -44.1% | +65.9% | +26.8% |
| 5Y | +8.2% | -66.2% | +74.4% | +20.2% |
| 10Y | +309.5% | -54.8% | +364.3% | +261.3% |
| All | +13,845.6% | +1,034.6% | +12,811.0% | +5,331.7% |
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