+57.3%
BMY vs BBWI
-48.2%
+105.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -1.3% | -4.5% | +3.2% | -0.9% |
| 30D | +10.0% | +17.1% | -7.1% | +8.7% |
| 3M | -1.2% | +17.5% | -18.6% | -2.5% |
| 6M | +12.8% | +12.8% | 0.0% | +11.3% |
| YTD | +20.7% | +8.2% | +12.5% | +19.1% |
| 1Y | +32.6% | -1.8% | +34.4% | +31.3% |
| 3Y | +41.8% | -25.8% | +67.6% | +41.2% |
| 5Y | +29.0% | -68.0% | +97.0% | +34.0% |
| All | +57.3% | -48.2% | +105.5% | +38.1% |
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