+208.8%
BAH vs BBWI
-41.3%
+250.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -1.5% | -6.2% | +4.7% | -0.9% |
| 30D | +17.3% | +25.5% | -8.2% | +14.7% |
| 3M | +14.9% | +8.0% | +6.9% | +13.6% |
| 6M | +14.2% | +12.7% | +1.6% | +12.3% |
| YTD | +5.1% | +11.6% | -6.5% | +3.0% |
| 1Y | +2.1% | -0.9% | +3.0% | +0.7% |
| 3Y | -26.0% | -22.7% | -3.3% | -26.7% |
| 5Y | +9.0% | -67.2% | +76.1% | +14.7% |
| 10Y | +208.8% | -43.7% | +252.5% | +185.0% |
| All | +208.8% | -41.3% | +250.1% | +185.0% |
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