+533.2%
XYZ vs BBWI
-61.4%
+594.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.4% |
| 30D | -1.7% | -5.2% | +3.5% | -0.5% |
| 3M | +16.7% | +11.1% | +5.6% | +12.0% |
| 6M | +26.9% | -13.4% | +40.2% | +29.9% |
| YTD | +27.1% | +0.1% | +27.1% | +23.5% |
| 1Y | +9.3% | -36.1% | +45.4% | +20.0% |
| 3Y | +42.3% | -44.1% | +86.4% | +57.1% |
| 5Y | -69.3% | -66.2% | -3.1% | -61.9% |
| 10Y | +586.8% | -54.8% | +641.6% | +508.7% |
| All | +533.2% | -61.4% | +594.6% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling