+33.9%
TER vs BBWI
-1.7%
+35.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.9% | +12.4% |
| 7D | -5.8% | -6.2% | +0.4% | -4.7% |
| 30D | -38.9% | +25.5% | -64.4% | -41.4% |
| 3M | -35.1% | +8.0% | -43.1% | -36.0% |
| 6M | -31.6% | +12.7% | -44.3% | -33.9% |
| YTD | +27.2% | +11.6% | +15.6% | +22.8% |
| All | +33.9% | -1.7% | +35.6% | +31.4% |
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