+200.5%
B vs BBWI
-41.3%
+241.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.1% |
| 7D | +11.3% | -6.2% | +17.5% | +11.6% |
| 30D | +2.9% | +25.5% | -22.5% | +2.0% |
| 3M | -2.9% | +8.0% | -10.8% | -3.3% |
| 6M | -1.2% | +12.7% | -13.9% | -1.9% |
| YTD | -1.3% | +11.6% | -13.0% | -2.3% |
| 1Y | +30.4% | -0.9% | +31.3% | +29.5% |
| 3Y | +195.3% | -22.7% | +218.0% | +194.6% |
| 5Y | +146.2% | -67.2% | +213.4% | +148.4% |
| 10Y | +200.5% | -43.7% | +244.2% | +182.3% |
| All | +200.5% | -41.3% | +241.8% | +182.3% |
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