+30.7%
BIL vs BBWI
+161.6%
-130.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -0.3% | -6.2% | +5.9% | -0.3% |
| 30D | 0.0% | +19.9% | -19.9% | 0.0% |
| 3M | +0.6% | +7.1% | -6.5% | +0.6% |
| 6M | +1.5% | +13.7% | -12.1% | +1.5% |
| YTD | +2.8% | +9.6% | -6.8% | +2.8% |
| 1Y | +3.3% | -1.6% | +5.0% | +3.4% |
| 3Y | +13.5% | -25.9% | +39.4% | +13.5% |
| 5Y | +19.8% | -67.8% | +87.6% | +19.7% |
| 10Y | +25.6% | -43.5% | +69.0% | +25.6% |
| All | +30.7% | +161.6% | -130.9% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling