+66.1%
T vs BBWI
-66.8%
+132.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -1.5% | +1.6% | -3.1% | -1.6% |
| 30D | +7.6% | -6.2% | +13.8% | +7.8% |
| 3M | +15.3% | +4.3% | +11.0% | +15.1% |
| 6M | -8.5% | -7.2% | -1.3% | -8.5% |
| YTD | +6.8% | -3.0% | +9.8% | +6.5% |
| 1Y | -7.2% | -30.8% | +23.5% | -6.4% |
| 3Y | +108.2% | -43.4% | +151.6% | +109.1% |
| 5Y | +66.1% | -66.7% | +132.8% | +66.9% |
| All | +66.1% | -66.8% | +132.8% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling