+26.1%
BIL vs BBWI
-47.4%
+73.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | +12.9% | -12.5% | +0.3% |
| 3M | +1.0% | +16.0% | -15.0% | +1.0% |
| 6M | +1.9% | +16.6% | -14.7% | +1.9% |
| YTD | +3.2% | +9.7% | -6.6% | +3.2% |
| 1Y | +3.7% | +1.5% | +2.2% | +3.7% |
| 3Y | +13.8% | -21.4% | +35.2% | +13.8% |
| 5Y | +20.3% | -67.6% | +87.8% | +20.3% |
| All | +26.1% | -47.4% | +73.6% | +26.2% |
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