+124.9%
WBD vs BBWI
-35.0%
+159.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -0.6% | -8.0% | +7.4% | -0.4% |
| 30D | +4.2% | -6.6% | +10.8% | +4.3% |
| 3M | +7.5% | -2.7% | +10.2% | +7.4% |
| 6M | +1.6% | -12.8% | +14.4% | +1.8% |
| YTD | -2.2% | -10.5% | +8.3% | -1.8% |
| 1Y | +124.9% | -35.3% | +160.2% | +122.3% |
| All | +124.9% | -35.0% | +159.9% | +122.3% |
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 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