+55.4%
BDX vs BBWI
-57.7%
+113.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | -5.4% | -8.0% | +2.6% | -4.9% |
| 30D | -2.2% | -6.6% | +4.4% | -1.8% |
| 3M | +20.1% | -2.7% | +22.8% | +20.1% |
| 6M | +9.1% | -12.8% | +21.8% | +9.6% |
| YTD | +17.9% | -10.5% | +28.4% | +18.0% |
| 1Y | +22.1% | -35.3% | +57.4% | +24.6% |
| 3Y | -10.5% | -47.7% | +37.2% | -8.5% |
| 5Y | -2.6% | -68.9% | +66.3% | +1.1% |
| All | +55.4% | -57.7% | +113.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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