+189.1%
BBWI vs EFV
+247.9%
-58.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -4.5% | +0.7% | -5.3% | -5.2% |
| 30D | +17.1% | +2.0% | +15.1% | +15.1% |
| 3M | +17.5% | -1.6% | +19.1% | +19.5% |
| 6M | +12.8% | +5.8% | +7.1% | +7.1% |
| YTD | +8.2% | +15.6% | -7.5% | -5.8% |
| 1Y | -1.8% | +19.0% | -20.8% | -16.6% |
| 3Y | -25.8% | +90.7% | -116.4% | -59.4% |
| 5Y | -68.0% | +92.8% | -160.8% | -82.5% |
| 10Y | -47.6% | +160.5% | -208.1% | -76.9% |
| All | +189.1% | +247.9% | -58.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling