-0.3%
SPOT vs BBWI
+2.4%
-2.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +4.4% |
| 7D | +16.6% | +8.8% | +7.8% | +16.2% |
| 30D | +29.9% | +34.8% | -4.9% | +28.9% |
| 3M | +31.3% | +12.9% | +18.3% | +30.2% |
| 6M | +43.2% | +29.6% | +13.6% | +41.7% |
| YTD | +8.1% | +20.8% | -12.7% | +6.5% |
| 1Y | -0.3% | +4.1% | -4.4% | -1.0% |
| All | -0.3% | +2.4% | -2.7% | -1.0% |
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 · 6 months rolling