+41.8%
BEN vs BBWI
-66.8%
+108.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.6% |
| 7D | +4.7% | +1.6% | +3.1% | +4.3% |
| 30D | +2.6% | -6.2% | +8.8% | +3.8% |
| 3M | +11.5% | +4.3% | +7.2% | +9.2% |
| 6M | +35.3% | -7.2% | +42.5% | +35.2% |
| YTD | +48.6% | -3.0% | +51.7% | +45.9% |
| 1Y | +46.7% | -30.8% | +77.4% | +55.7% |
| 3Y | +57.0% | -43.4% | +100.4% | +66.8% |
| 5Y | +41.8% | -66.7% | +108.6% | +74.3% |
| All | +41.8% | -66.8% | +108.6% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling