+159.7%
BBWI vs VEU
+174.2%
-14.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.1% | +2.1% | -2.0% | -1.9% |
| 30D | +12.9% | -0.9% | +13.8% | +14.0% |
| 3M | +16.0% | -5.4% | +21.4% | +22.3% |
| 6M | +16.6% | -1.8% | +18.4% | +17.9% |
| YTD | +9.7% | +10.9% | -1.2% | -2.2% |
| 1Y | +1.5% | +13.6% | -12.1% | -11.4% |
| 3Y | -21.4% | +69.3% | -90.6% | -53.3% |
| 5Y | -67.6% | +48.1% | -115.7% | -77.6% |
| 10Y | -46.8% | +148.0% | -194.8% | -75.8% |
| All | +159.7% | +174.2% | -14.5% | +1.4% |
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 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