-33.9%
BAX vs BBWI
-41.3%
+7.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | +9.0% | -6.2% | +15.2% | +9.8% |
| 30D | +8.5% | +25.5% | -17.0% | +5.5% |
| 3M | -4.1% | +8.0% | -12.1% | -5.4% |
| 6M | +46.9% | +12.7% | +34.3% | +44.0% |
| YTD | +38.4% | +11.6% | +26.8% | +35.2% |
| 1Y | +47.0% | -0.9% | +47.9% | +44.7% |
| 3Y | -14.9% | -22.7% | +7.8% | -14.9% |
| 5Y | -62.5% | -67.2% | +4.7% | -60.7% |
| 10Y | -33.9% | -43.7% | +9.8% | -38.9% |
| All | -33.9% | -41.3% | +7.4% | -38.9% |
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