+977.1%
BE vs BBWI
-10.2%
+987.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -0.8% |
| 7D | +23.9% | -4.4% | +28.4% | +25.7% |
| 30D | +27.8% | -7.4% | +35.2% | +29.5% |
| 3M | +3.7% | -2.2% | +6.0% | +2.1% |
| 6M | +78.0% | -16.3% | +94.3% | +80.8% |
| YTD | +209.9% | -9.1% | +219.0% | +203.3% |
| 1Y | +389.6% | -34.5% | +424.1% | +429.9% |
| 3Y | +1,730.6% | -47.0% | +1,777.6% | +1,897.6% |
| 5Y | +1,227.8% | -68.8% | +1,296.7% | +1,596.6% |
| All | +977.1% | -10.2% | +987.3% | +561.5% |
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 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