+41.8%
AR vs BBWI
-56.0%
+97.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | -1.8% | +1.6% | -3.4% | -2.3% |
| 30D | +12.6% | -6.2% | +18.8% | +13.9% |
| 3M | +10.0% | +4.3% | +5.7% | +7.3% |
| 6M | +0.6% | -7.2% | +7.8% | -0.6% |
| YTD | +13.4% | -3.0% | +16.4% | +9.5% |
| 1Y | +21.7% | -30.8% | +52.5% | +27.2% |
| 3Y | +45.8% | -43.4% | +89.2% | +52.7% |
| 5Y | +144.3% | -66.7% | +211.0% | +185.2% |
| 10Y | +41.8% | -55.7% | +97.5% | +8.8% |
| All | +41.8% | -56.0% | +97.8% | +8.8% |
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