+528.0%
SPYG vs BBWI
+278.6%
+249.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -6.5% | +12.9% | -19.3% | -9.2% |
| 3M | -6.8% | +16.0% | -22.8% | -10.8% |
| 6M | -3.1% | +16.6% | -19.8% | -8.2% |
| YTD | +8.0% | +9.7% | -1.7% | +2.3% |
| 1Y | +10.2% | +1.5% | +8.7% | +5.0% |
| 3Y | +91.0% | -21.4% | +112.3% | +83.7% |
| 5Y | +67.7% | -67.6% | +135.3% | +90.5% |
| 10Y | +393.9% | -46.8% | +440.7% | +323.1% |
| All | +528.0% | +278.6% | +249.4% | +103.0% |
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 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