+151.8%
TER vs BBWI
-28.0%
+179.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +3.4% |
| 7D | -20.5% | -6.2% | -14.3% | -19.1% |
| 30D | -47.0% | +19.9% | -66.9% | -49.9% |
| 3M | -43.3% | +7.1% | -50.4% | -45.1% |
| 6M | -42.9% | +13.7% | -56.6% | -46.5% |
| YTD | +12.9% | +9.6% | +3.3% | +5.8% |
| 1Y | +18.2% | -1.6% | +19.8% | +13.5% |
| 3Y | +151.8% | -25.9% | +177.7% | +158.4% |
| All | +151.8% | -28.0% | +179.8% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling