+136.9%
BBWI vs VEU
+192.1%
-55.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.3% |
| 7D | +1.5% | +1.1% | +0.4% | +0.4% |
| 30D | -5.2% | +2.2% | -7.4% | -7.5% |
| 3M | +11.1% | +3.0% | +8.1% | +7.1% |
| 6M | -13.4% | +10.9% | -24.2% | -22.5% |
| YTD | +0.1% | +18.2% | -18.1% | -16.3% |
| 1Y | -36.1% | +28.3% | -64.4% | -50.7% |
| 3Y | -44.1% | +74.6% | -118.7% | -67.8% |
| 5Y | -66.2% | +56.4% | -122.6% | -78.0% |
| 10Y | -54.8% | +153.0% | -207.8% | -80.0% |
| All | +136.9% | +192.1% | -55.2% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling