+8,630.0%
TER vs BBWI
+1,142.2%
+7,487.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +3.7% |
| 7D | -20.5% | -6.2% | -14.3% | -18.7% |
| 30D | -47.0% | +19.9% | -66.9% | -50.7% |
| 3M | -43.3% | +7.1% | -50.4% | -45.9% |
| 6M | -42.9% | +13.7% | -56.6% | -47.4% |
| YTD | +12.9% | +9.6% | +3.3% | +3.9% |
| 1Y | +18.2% | -1.6% | +19.8% | +11.2% |
| 3Y | +151.8% | -25.9% | +177.7% | +148.6% |
| 5Y | +54.2% | -67.8% | +122.0% | +93.7% |
| 10Y | +908.2% | -43.5% | +951.7% | +696.3% |
| All | +8,630.0% | +1,142.2% | +7,487.7% | +1,993.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling