+240.4%
TPR vs BBWI
-66.0%
+306.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.0% |
| 7D | -2.3% | +1.5% | -3.8% | -2.9% |
| 30D | -23.0% | -5.2% | -17.8% | -22.0% |
| 3M | -12.5% | +11.1% | -23.6% | -17.2% |
| 6M | -21.4% | -13.4% | -8.1% | -19.5% |
| YTD | -3.5% | +0.1% | -3.6% | -7.4% |
| 1Y | +17.4% | -36.1% | +53.5% | +32.6% |
| 3Y | +291.3% | -44.1% | +335.3% | +339.5% |
| All | +240.4% | -66.0% | +306.4% | +403.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling