+1,604.0%
T vs BBWI
+1,159.1%
+444.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | -1.1% | +24.9% | -25.9% | -4.4% |
| 3M | -7.7% | +13.2% | -21.0% | -9.9% |
| 6M | -10.6% | +12.1% | -22.7% | -13.1% |
| YTD | -7.5% | +11.1% | -18.5% | -10.9% |
| 1Y | -7.4% | +0.7% | -8.1% | -10.3% |
| 3Y | +63.1% | -23.8% | +86.8% | +57.7% |
| 5Y | +55.2% | -66.9% | +122.1% | +66.6% |
| 10Y | +58.8% | -45.3% | +104.1% | +35.8% |
| All | +1,604.0% | +1,159.1% | +444.9% | +519.9% |
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 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