0.0%
W vs BBWI
-2.2%
+2.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +1.1% | -4.2% | +5.3% | +2.5% |
| 30D | +6.4% | +24.9% | -18.4% | +1.1% |
| 3M | +9.0% | +13.2% | -4.2% | +5.2% |
| 6M | +69.8% | +12.1% | +57.7% | +63.7% |
| YTD | +12.1% | +11.1% | +1.0% | +9.9% |
| 1Y | 0.0% | +0.7% | -0.7% | -1.8% |
| All | 0.0% | -2.2% | +2.2% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling