+264.7%
BN vs BBWI
-58.2%
+322.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -0.5% |
| 7D | -3.0% | -4.4% | +1.4% | -2.0% |
| 30D | -13.0% | -7.4% | -5.6% | -11.8% |
| 3M | -15.2% | -2.2% | -13.0% | -15.6% |
| 6M | -5.9% | -16.3% | +10.4% | -3.8% |
| YTD | -15.8% | -9.1% | -6.6% | -15.9% |
| 1Y | -12.2% | -34.5% | +22.3% | -6.7% |
| 3Y | +72.2% | -47.0% | +119.2% | +85.9% |
| 5Y | +33.2% | -68.8% | +102.0% | +55.8% |
| 10Y | +264.7% | -57.4% | +322.0% | +193.0% |
| All | +264.7% | -58.2% | +322.9% | +193.0% |
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