+370.0%
ALL vs BBWI
-48.2%
+418.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.0% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | +12.8% | +17.1% | -4.3% | +10.8% |
| 3M | +4.7% | +17.5% | -12.8% | +2.5% |
| 6M | +24.9% | +12.8% | +12.1% | +22.2% |
| YTD | +30.0% | +8.2% | +21.8% | +26.9% |
| 1Y | +29.9% | -1.8% | +31.7% | +27.4% |
| 3Y | +117.5% | -25.8% | +143.3% | +113.8% |
| 5Y | +161.7% | -68.0% | +229.7% | +179.9% |
| All | +370.0% | -48.2% | +418.2% | +300.0% |
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