-36.9%
BAX vs BBWI
-58.2%
+21.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.2% |
| 7D | -5.1% | -4.4% | -0.7% | -4.6% |
| 30D | -12.2% | -7.4% | -4.8% | -11.5% |
| 3M | +21.8% | -2.2% | +24.0% | +21.9% |
| 6M | +36.3% | -16.3% | +52.6% | +38.2% |
| YTD | +27.8% | -9.1% | +36.9% | +28.3% |
| 1Y | -0.1% | -34.5% | +34.5% | +3.3% |
| 3Y | -33.3% | -47.0% | +13.7% | -30.6% |
| 5Y | -67.1% | -68.8% | +1.8% | -65.0% |
| 10Y | -36.9% | -57.4% | +20.4% | -38.6% |
| All | -36.9% | -58.2% | +21.3% | -38.6% |
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