+113.3%
SPOT vs BBWI
-68.3%
+181.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | +13.5% | +17.1% | -3.6% | +10.1% |
| 3M | +22.2% | +17.5% | +4.8% | +17.9% |
| 6M | +38.3% | +12.8% | +25.5% | +33.0% |
| YTD | +3.1% | +8.2% | -5.1% | -1.7% |
| 1Y | -7.6% | -1.8% | -5.8% | -10.8% |
| 3Y | +250.0% | -25.8% | +275.8% | +228.7% |
| 5Y | +113.3% | -68.0% | +181.4% | +174.7% |
| All | +113.3% | -68.3% | +181.6% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling