+142.8%
WBD vs BBWI
-44.3%
+187.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | +0.2% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | +5.0% | -6.2% | +11.2% | +6.1% |
| 3M | +6.2% | +4.3% | +1.9% | +4.0% |
| 6M | +0.6% | -7.2% | +7.8% | +0.2% |
| YTD | -2.4% | -3.0% | +0.6% | -4.9% |
| 1Y | +127.7% | -30.8% | +158.4% | +143.7% |
| All | +142.8% | -44.3% | +187.2% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling