-47.7%
BBWI vs VIG
+262.6%
-310.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.1% | +3.5% | -3.3% | -5.2% |
| 30D | +12.9% | +4.9% | +7.9% | +5.0% |
| 3M | +16.0% | +2.5% | +13.5% | +12.1% |
| 6M | +16.6% | +11.0% | +5.6% | -0.5% |
| YTD | +9.7% | +16.0% | -6.2% | -12.0% |
| 1Y | +1.5% | +17.5% | -16.1% | -20.0% |
| 3Y | -21.4% | +67.0% | -88.3% | -63.2% |
| 5Y | -67.6% | +64.8% | -132.3% | -84.1% |
| All | -47.7% | +262.6% | -310.3% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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