+35.8%
BN vs BBWI
-66.8%
+102.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.8% |
| 7D | -1.2% | +1.6% | -2.7% | -1.6% |
| 30D | -10.9% | -6.2% | -4.7% | -9.8% |
| 3M | -11.1% | +4.3% | -15.4% | -13.0% |
| 6M | -4.4% | -7.2% | +2.8% | -4.6% |
| YTD | -14.1% | -3.0% | -11.1% | -15.8% |
| 1Y | -11.1% | -30.8% | +19.7% | -5.4% |
| 3Y | +75.6% | -43.4% | +119.0% | +88.1% |
| 5Y | +35.8% | -66.7% | +102.5% | +67.5% |
| All | +35.8% | -66.8% | +102.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling