-46.2%
BBWI vs BB
+28.0%
-74.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.2% | +11.6% | -15.8% | -6.0% |
| 30D | +24.9% | +2.6% | +22.3% | +23.7% |
| 3M | +13.2% | +3.5% | +9.7% | +11.3% |
| 6M | +12.1% | +43.5% | -31.4% | +2.2% |
| YTD | +11.1% | +141.2% | -130.1% | -8.3% |
| 1Y | +0.7% | +97.4% | -96.7% | -14.1% |
| 3Y | -23.8% | +151.1% | -174.9% | -40.2% |
| 5Y | -66.9% | -12.8% | -54.1% | -70.8% |
| All | -46.2% | +28.0% | -74.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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