+3,017.7%
SPY vs BBWI
+661.0%
+2,356.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.6% | -4.2% | +3.7% | +0.3% |
| 30D | -3.7% | +24.9% | -28.5% | -8.4% |
| 3M | -2.7% | +13.2% | -16.0% | -6.2% |
| 6M | +2.2% | +12.1% | -9.9% | -2.1% |
| YTD | +10.8% | +11.1% | -0.2% | +5.1% |
| 1Y | +11.2% | +0.7% | +10.5% | +6.4% |
| 3Y | +76.5% | -23.8% | +100.2% | +71.4% |
| 5Y | +72.9% | -66.9% | +139.9% | +93.9% |
| 10Y | +304.8% | -45.3% | +350.2% | +242.8% |
| All | +3,017.7% | +661.0% | +2,356.7% | +1,019.7% |
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