+20.5%
XYZ vs BBWI
-6.0%
+26.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.4% |
| 7D | +12.1% | -6.2% | +18.3% | +13.7% |
| 30D | +12.4% | +19.9% | -7.6% | +9.1% |
| 3M | +8.2% | +7.1% | +1.0% | +6.6% |
| 6M | +20.7% | +13.7% | +7.0% | +17.6% |
| YTD | +31.3% | +9.6% | +21.7% | +27.9% |
| 1Y | +20.5% | -1.6% | +22.2% | +17.4% |
| All | +20.5% | -6.0% | +26.5% | +17.4% |
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 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