+145.2%
TE vs BBWI
-31.4%
+176.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | -0.1% |
| 7D | +0.2% | -4.8% | +5.0% | +0.7% |
| 30D | -5.9% | +3.5% | -9.4% | -6.7% |
| 3M | -45.6% | -0.3% | -45.3% | -45.6% |
| 6M | -43.4% | -5.4% | -38.0% | -43.0% |
| YTD | -31.0% | -4.7% | -26.3% | -30.6% |
| 1Y | +145.2% | -30.5% | +175.7% | +115.6% |
| All | +145.2% | -31.4% | +176.6% | +115.6% |
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