-68.0%
U vs BBWI
-66.8%
-1.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +4.0% |
| 7D | +4.5% | +1.6% | +2.9% | +3.6% |
| 30D | -0.6% | -6.2% | +5.6% | +1.6% |
| 3M | +48.4% | +4.3% | +44.1% | +42.5% |
| 6M | +115.4% | -7.2% | +122.5% | +113.3% |
| YTD | -3.2% | -3.0% | -0.2% | -8.6% |
| 1Y | -6.0% | -30.8% | +24.7% | +3.2% |
| 3Y | +13.5% | -43.4% | +56.9% | +23.3% |
| 5Y | -68.0% | -66.7% | -1.3% | -46.0% |
| All | -68.0% | -66.8% | -1.2% | -46.0% |
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