-54.2%
W vs BBWI
-67.9%
+13.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | +0.6% |
| 7D | -3.6% | -6.2% | +2.6% | +0.5% |
| 30D | +7.0% | +19.9% | -13.0% | -4.6% |
| 3M | +7.4% | +7.1% | +0.2% | +0.1% |
| 6M | +69.3% | +13.7% | +55.6% | +50.3% |
| YTD | +11.3% | +9.6% | +1.7% | -3.2% |
| 1Y | +13.2% | -1.6% | +14.9% | +1.2% |
| 3Y | +142.0% | -25.9% | +167.9% | +151.5% |
| All | -54.2% | -67.9% | +13.6% | -29.3% |
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