+41.9%
WWD vs BBWI
-34.0%
+75.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.5% |
| 7D | +0.6% | -4.4% | +5.1% | +1.3% |
| 30D | -5.1% | -7.4% | +2.3% | -4.2% |
| 3M | -11.2% | -2.2% | -9.0% | -11.3% |
| 6M | -12.0% | -16.3% | +4.3% | -10.4% |
| YTD | +12.0% | -9.1% | +21.1% | +12.3% |
| All | +41.9% | -34.0% | +75.9% | +46.1% |
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