+99.5%
U vs BBWI
-28.0%
+127.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +6.3% |
| 7D | +36.6% | -6.2% | +42.8% | +38.2% |
| 30D | +13.3% | +19.9% | -6.6% | +7.0% |
| 3M | +26.2% | +7.1% | +19.0% | +22.1% |
| 6M | +88.7% | +13.7% | +75.1% | +77.7% |
| YTD | +16.6% | +9.6% | +7.0% | +8.4% |
| 1Y | +29.0% | -1.6% | +30.6% | +22.6% |
| 3Y | +99.5% | -25.9% | +125.4% | +89.1% |
| All | +99.5% | -28.0% | +127.5% | +89.1% |
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