-25.8%
TE vs BBWI
+2.4%
-28.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.1% | -7.6% | -4.1% |
| 7D | +3.8% | +8.8% | -5.0% | +2.5% |
| 30D | -26.2% | +34.8% | -61.0% | -29.3% |
| 3M | -49.7% | +12.9% | -62.6% | -50.4% |
| 6M | -46.5% | +29.6% | -76.1% | -48.8% |
| YTD | -59.1% | +20.8% | -79.9% | -60.6% |
| 1Y | -25.8% | +4.1% | -29.9% | -24.5% |
| All | -25.8% | +2.4% | -28.2% | -24.5% |
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