+7,716.4%
TPR vs BBWI
+221.6%
+7,494.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.4% |
| 7D | -2.3% | +1.5% | -3.8% | -3.1% |
| 30D | -23.0% | -5.2% | -17.8% | -21.8% |
| 3M | -12.5% | +11.1% | -23.6% | -18.7% |
| 6M | -21.4% | -13.4% | -8.1% | -19.7% |
| YTD | -3.5% | +0.1% | -3.6% | -9.2% |
| 1Y | +17.4% | -36.1% | +53.5% | +33.5% |
| 3Y | +291.3% | -44.1% | +335.3% | +338.8% |
| 5Y | +241.9% | -66.2% | +308.1% | +364.6% |
| 10Y | +322.7% | -54.8% | +377.4% | +277.2% |
| All | +7,716.4% | +221.6% | +7,494.9% | +1,296.9% |
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