+196.2%
W vs BBWI
-38.8%
+235.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | 0.0% |
| 7D | -3.6% | -6.2% | +2.6% | -0.6% |
| 30D | +7.0% | +19.9% | -13.0% | -1.3% |
| 3M | +7.4% | +7.1% | +0.2% | +2.4% |
| 6M | +69.3% | +13.7% | +55.6% | +56.6% |
| YTD | +11.3% | +9.6% | +1.7% | +2.2% |
| 1Y | +13.2% | -1.6% | +14.9% | +6.0% |
| 3Y | +142.0% | -25.9% | +167.9% | +159.3% |
| 5Y | -54.6% | -67.8% | +13.2% | -34.7% |
| 10Y | +243.7% | -43.5% | +287.2% | +205.7% |
| All | +196.2% | -38.8% | +235.1% | +127.4% |
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