+262.0%
TER vs BBWI
-42.5%
+304.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.6% | +4.7% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | -8.3% | -5.2% | -3.1% | -7.4% |
| 3M | -12.2% | +11.1% | -23.3% | -16.4% |
| 6M | +17.1% | -13.4% | +30.4% | +20.1% |
| YTD | +84.7% | +0.1% | +84.6% | +79.0% |
| 1Y | +199.9% | -36.1% | +236.1% | +233.9% |
| All | +262.0% | -42.5% | +304.5% | +294.1% |
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