+83.0%
ALB vs BBWI
-56.0%
+139.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.4% |
| 7D | -4.4% | +1.6% | -6.0% | -4.9% |
| 30D | -1.2% | -6.2% | +5.0% | +0.2% |
| 3M | -13.3% | +4.3% | -17.6% | -15.4% |
| 6M | -19.8% | -7.2% | -12.6% | -20.4% |
| YTD | -7.9% | -3.0% | -4.9% | -10.7% |
| 1Y | +60.2% | -30.8% | +90.9% | +68.8% |
| 3Y | -26.4% | -43.4% | +17.0% | -20.3% |
| 5Y | -42.5% | -66.7% | +24.2% | -31.1% |
| 10Y | +83.0% | -55.7% | +138.7% | +63.8% |
| All | +83.0% | -56.0% | +139.0% | +63.8% |
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