+6,251.9%
BDX vs BBWI
+1,125.9%
+5,126.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +1.0% | -4.5% | +5.5% | +1.5% |
| 30D | +15.1% | +17.1% | -2.0% | +13.0% |
| 3M | +18.2% | +17.5% | +0.7% | +15.6% |
| 6M | +48.1% | +12.8% | +35.3% | +45.0% |
| YTD | +44.1% | +8.2% | +36.0% | +41.0% |
| 1Y | +46.4% | -1.8% | +48.2% | +43.9% |
| 3Y | +24.4% | -25.8% | +50.1% | +23.4% |
| 5Y | +26.1% | -68.0% | +94.1% | +34.0% |
| 10Y | +93.3% | -47.6% | +140.9% | +78.7% |
| All | +6,251.9% | +1,125.9% | +5,126.0% | +2,891.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling