-6.4%
T vs BBWI
+2.4%
-8.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.1% | +1.9% |
| 7D | +5.5% | +8.8% | -3.3% | +5.2% |
| 30D | -8.9% | +34.8% | -43.7% | -9.4% |
| 3M | -5.6% | +12.9% | -18.5% | -6.2% |
| 6M | -14.3% | +29.6% | -43.9% | -14.5% |
| YTD | -7.9% | +20.8% | -28.7% | -8.1% |
| 1Y | -6.4% | +4.1% | -10.5% | -6.9% |
| All | -6.4% | +2.4% | -8.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling