+209.8%
W vs BBWI
-37.7%
+247.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.8% |
| 7D | +3.3% | -6.2% | +9.5% | +6.5% |
| 30D | +10.5% | +25.5% | -15.0% | 0.0% |
| 3M | +9.6% | +8.0% | +1.7% | +4.3% |
| 6M | +76.4% | +12.7% | +63.7% | +63.9% |
| YTD | +16.4% | +11.6% | +4.8% | +6.1% |
| 1Y | +9.3% | -0.9% | +10.2% | +2.1% |
| 3Y | +172.8% | -22.7% | +195.5% | +187.0% |
| 5Y | -53.4% | -67.2% | +13.8% | -33.4% |
| 10Y | +243.6% | -43.7% | +287.3% | +205.5% |
| All | +209.8% | -37.7% | +247.5% | +135.9% |
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