+607.6%
TEAM vs BBWI
-60.1%
+667.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -22.2% | -4.2% | -18.0% | -21.5% |
| 30D | -28.1% | +24.9% | -53.0% | -31.4% |
| 3M | -2.2% | +13.2% | -15.4% | -5.2% |
| 6M | +62.2% | +12.1% | +50.1% | +56.6% |
| YTD | -8.4% | +11.1% | -19.4% | -12.3% |
| 1Y | -6.6% | +0.7% | -7.3% | -9.8% |
| 3Y | -15.7% | -23.8% | +8.0% | -15.9% |
| 5Y | -65.7% | -66.9% | +1.2% | -62.1% |
| 10Y | +441.0% | -45.3% | +486.3% | +462.8% |
| All | +607.6% | -60.1% | +667.7% | +738.8% |
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