+195.9%
BAH vs BBWI
-48.2%
+244.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -2.6% | -4.5% | +2.0% | -2.1% |
| 30D | +20.4% | +17.1% | +3.2% | +18.5% |
| 3M | +11.9% | +17.5% | -5.6% | +9.8% |
| 6M | +17.1% | +12.8% | +4.3% | +15.1% |
| YTD | +5.5% | +8.2% | -2.6% | +3.7% |
| 1Y | +5.6% | -1.8% | +7.4% | +4.3% |
| 3Y | -26.5% | -25.8% | -0.8% | -26.9% |
| 5Y | +6.5% | -68.0% | +74.5% | +12.3% |
| All | +195.9% | -48.2% | +244.1% | +166.8% |
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