-10.5%
T vs BBWI
-35.2%
+24.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.8% |
| 7D | -3.1% | -4.4% | +1.3% | -3.1% |
| 30D | +4.6% | -7.4% | +12.0% | +4.5% |
| 3M | +12.2% | -2.2% | +14.5% | +12.4% |
| 6M | -6.5% | -16.3% | +9.9% | -6.7% |
| YTD | +4.9% | -9.1% | +14.0% | +5.2% |
| 1Y | -10.5% | -34.5% | +24.0% | -13.2% |
| All | -10.5% | -35.2% | +24.7% | -13.2% |
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