+3,094.0%
SPY vs BBWI
+585.8%
+2,508.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +0.1% | -5.2% | +5.2% | +0.8% |
| 3M | +2.0% | +11.1% | -9.1% | -1.2% |
| 6M | +13.0% | -13.4% | +26.4% | +14.3% |
| YTD | +13.5% | +0.1% | +13.4% | +10.7% |
| 1Y | +20.0% | -36.1% | +56.1% | +27.1% |
| 3Y | +77.2% | -44.1% | +121.3% | +84.9% |
| 5Y | +81.9% | -66.2% | +148.1% | +103.5% |
| 10Y | +314.1% | -54.8% | +368.8% | +268.5% |
| All | +3,094.0% | +585.8% | +2,508.2% | +1,079.7% |
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