+104.4%
BDX vs BBWI
-47.4%
+151.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +15.4% | +12.9% | +2.6% | +14.3% |
| 3M | +20.5% | +16.0% | +4.5% | +18.9% |
| 6M | +53.2% | +16.6% | +36.6% | +50.7% |
| YTD | +45.7% | +9.7% | +35.9% | +43.5% |
| 1Y | +47.3% | +1.5% | +45.8% | +45.3% |
| 3Y | +25.1% | -21.4% | +46.4% | +24.3% |
| 5Y | +27.4% | -67.6% | +95.0% | +31.4% |
| All | +104.4% | -47.4% | +151.9% | +93.0% |
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