+58.1%
XYZ vs BBWI
-25.1%
+83.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.1% |
| 7D | -2.1% | -4.5% | +2.4% | -0.7% |
| 30D | +7.0% | +17.1% | -10.1% | +2.1% |
| 3M | +5.1% | +17.5% | -12.4% | -0.7% |
| 6M | +14.1% | +12.8% | +1.2% | +8.3% |
| YTD | +26.4% | +8.2% | +18.2% | +19.4% |
| 1Y | +25.1% | -1.8% | +26.9% | +20.3% |
| All | +58.1% | -25.1% | +83.2% | +71.4% |
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 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