+289.2%
BN vs BBWI
-44.4%
+333.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +4.3% | -4.2% | +8.6% | +5.4% |
| 30D | +14.3% | +24.9% | -10.6% | +8.5% |
| 3M | -4.1% | +13.2% | -17.3% | -7.5% |
| 6M | -9.7% | +12.1% | -21.8% | -13.4% |
| YTD | -7.1% | +11.1% | -18.2% | -11.8% |
| 1Y | -7.4% | +0.7% | -8.1% | -11.2% |
| 3Y | +102.3% | -23.8% | +126.1% | +100.6% |
| 5Y | +35.9% | -66.9% | +102.9% | +56.1% |
| 10Y | +289.2% | -45.3% | +334.5% | +190.7% |
| All | +289.2% | -44.4% | +333.6% | +190.7% |
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