-50.4%
BIDU vs BBWI
-55.0%
+4.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.3% |
| 7D | -8.1% | -4.8% | -3.3% | -7.3% |
| 30D | -12.8% | +3.5% | -16.3% | -13.8% |
| 3M | -21.3% | -0.3% | -21.0% | -22.0% |
| 6M | -27.0% | -5.4% | -21.6% | -27.4% |
| YTD | -30.0% | -4.7% | -25.3% | -31.1% |
| 1Y | -18.3% | -30.5% | +12.2% | -15.5% |
| 3Y | -33.8% | -44.3% | +10.5% | -31.3% |
| 5Y | -44.3% | -66.9% | +22.6% | -38.4% |
| All | -50.4% | -55.0% | +4.6% | -54.4% |
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