+641.7%
BE vs BBWI
+9.8%
+631.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -13.4% | -4.2% | -9.1% | -12.0% |
| 30D | -33.9% | +24.9% | -58.8% | -38.9% |
| 3M | -12.0% | +13.2% | -25.2% | -17.2% |
| 6M | -29.0% | +12.1% | -41.1% | -33.9% |
| YTD | +113.4% | +11.1% | +102.3% | +93.9% |
| 1Y | +33.2% | +0.7% | +32.5% | +24.0% |
| 3Y | +1,659.2% | -23.8% | +1,683.0% | +1,575.6% |
| 5Y | +461.4% | -66.9% | +528.3% | +600.1% |
| All | +641.7% | +9.8% | +631.9% | +323.0% |
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