-35.3%
BBWI vs VEU
+22.8%
-58.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.5% |
| 7D | -8.0% | -1.9% | -6.1% | -6.6% |
| 30D | -6.6% | -0.7% | -5.9% | -6.3% |
| 3M | -2.7% | +4.9% | -7.6% | -7.5% |
| 6M | -12.8% | +9.8% | -22.6% | -19.9% |
| YTD | -10.5% | +15.3% | -25.8% | -26.0% |
| 1Y | -35.3% | +23.0% | -58.4% | -52.4% |
| All | -35.3% | +22.8% | -58.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling