-63.7%
XYZ vs BBWI
-67.6%
+3.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +11.5% | +12.9% | -1.4% | +5.9% |
| 3M | +1.8% | +16.0% | -14.2% | -5.9% |
| 6M | +21.2% | +16.6% | +4.6% | +10.3% |
| YTD | +29.9% | +9.7% | +20.2% | +18.0% |
| 1Y | +35.8% | +1.5% | +34.3% | +24.3% |
| 3Y | +62.6% | -21.4% | +83.9% | +50.8% |
| All | -63.7% | -67.6% | +3.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling