-53.8%
TEAM vs BBWI
-66.8%
+13.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -5.9% |
| 7D | -5.7% | +1.6% | -7.2% | -6.1% |
| 30D | +18.3% | -6.2% | +24.6% | +20.4% |
| 3M | +80.2% | +4.3% | +75.9% | +76.1% |
| 6M | +111.0% | -7.2% | +118.1% | +110.9% |
| YTD | +8.8% | -3.0% | +11.8% | +5.8% |
| 1Y | +2.2% | -30.8% | +32.9% | +10.8% |
| 3Y | -14.6% | -43.4% | +28.8% | -7.8% |
| 5Y | -53.8% | -66.7% | +12.9% | -28.7% |
| All | -53.8% | -66.8% | +13.0% | -28.7% |
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