+533.7%
SPYG vs BBWI
+273.1%
+260.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.4% |
| 7D | +4.2% | -4.5% | +8.7% | +5.3% |
| 30D | -7.4% | +17.1% | -24.5% | -10.9% |
| 3M | -5.3% | +17.5% | -22.7% | -9.5% |
| 6M | -1.2% | +12.8% | -14.0% | -5.6% |
| YTD | +9.0% | +8.2% | +0.8% | +3.6% |
| 1Y | +8.8% | -1.8% | +10.6% | +4.4% |
| 3Y | +92.8% | -25.8% | +118.5% | +87.9% |
| 5Y | +69.3% | -68.0% | +137.3% | +92.9% |
| 10Y | +398.4% | -47.6% | +446.0% | +328.4% |
| All | +533.7% | +273.1% | +260.6% | +105.5% |
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