+213.5%
TER vs BBWI
-33.4%
+246.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +4.9% |
| 7D | +11.0% | +1.6% | +9.4% | +10.6% |
| 30D | -1.9% | -6.2% | +4.3% | -0.7% |
| 3M | -0.7% | +4.3% | -5.0% | -3.0% |
| 6M | +36.4% | -7.2% | +43.5% | +37.4% |
| YTD | +92.4% | -3.0% | +95.5% | +90.5% |
| 1Y | +213.5% | -30.8% | +244.3% | +253.5% |
| All | +213.5% | -33.4% | +246.9% | +253.5% |
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