+361.5%
ALL vs BBWI
-55.0%
+416.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.7% | +0.1% |
| 7D | -2.3% | -4.8% | +2.6% | -1.8% |
| 30D | -0.4% | +3.5% | -3.9% | -0.9% |
| 3M | +16.0% | -0.3% | +16.3% | +15.6% |
| 6M | +24.6% | -5.4% | +29.9% | +24.1% |
| YTD | +23.7% | -4.7% | +28.4% | +22.6% |
| 1Y | +27.7% | -30.5% | +58.2% | +30.6% |
| 3Y | +150.2% | -44.3% | +194.6% | +155.1% |
| 5Y | +117.1% | -66.9% | +184.0% | +130.6% |
| All | +361.5% | -55.0% | +416.5% | +306.9% |
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 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