+33.6%
TER vs BBWI
-2.2%
+35.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -8.9% | -4.2% | -4.6% | -8.1% |
| 30D | -39.1% | +24.9% | -63.9% | -41.5% |
| 3M | -32.8% | +13.2% | -46.0% | -34.5% |
| 6M | -31.7% | +12.1% | -43.8% | -34.1% |
| YTD | +26.9% | +11.1% | +15.9% | +22.6% |
| 1Y | +33.6% | +0.7% | +32.9% | +31.2% |
| All | +33.6% | -2.2% | +35.8% | +31.2% |
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