+248.9%
A vs BBWI
-58.2%
+307.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -0.5% |
| 7D | -4.4% | -4.4% | 0.0% | -3.7% |
| 30D | -2.7% | -7.4% | +4.7% | -1.8% |
| 3M | +7.0% | -2.2% | +9.3% | +6.7% |
| 6M | +24.6% | -16.3% | +40.9% | +26.6% |
| YTD | +7.0% | -9.1% | +16.2% | +6.9% |
| 1Y | +15.6% | -34.5% | +50.1% | +20.4% |
| 3Y | +29.9% | -47.0% | +76.9% | +36.5% |
| 5Y | -15.4% | -68.8% | +53.5% | -6.9% |
| 10Y | +248.9% | -57.4% | +306.2% | +235.0% |
| All | +248.9% | -58.2% | +307.1% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling