+54.5%
AR vs BBWI
-44.4%
+98.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.0% |
| 7D | -5.8% | -4.2% | -1.5% | -4.8% |
| 30D | +4.8% | +24.9% | -20.0% | -1.4% |
| 3M | +1.5% | +13.2% | -11.7% | -2.8% |
| 6M | +4.7% | +12.1% | -7.4% | -1.2% |
| YTD | +9.2% | +11.1% | -1.9% | +1.0% |
| 1Y | +11.2% | +0.7% | +10.5% | +4.2% |
| 3Y | +46.2% | -23.8% | +70.0% | +40.2% |
| 5Y | +98.1% | -66.9% | +165.0% | +131.5% |
| 10Y | +54.5% | -45.3% | +99.9% | +12.6% |
| All | +54.5% | -44.4% | +98.9% | +12.6% |
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