+1,872.1%
T vs BBWI
+1,034.6%
+837.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.8% | -2.4% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | +11.4% | -5.2% | +16.6% | +12.0% |
| 3M | +14.3% | +11.1% | +3.2% | +11.8% |
| 6M | -9.3% | -13.4% | +4.1% | -8.5% |
| YTD | +7.1% | +0.1% | +7.0% | +5.1% |
| 1Y | -9.1% | -36.1% | +27.0% | -5.4% |
| 3Y | +105.3% | -44.1% | +149.4% | +109.2% |
| 5Y | +66.8% | -66.2% | +133.1% | +78.1% |
| 10Y | +66.8% | -54.8% | +121.6% | +47.7% |
| All | +1,872.1% | +1,034.6% | +837.5% | +631.0% |
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