+14.9%
BND vs BBWI
-57.7%
+72.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | -0.9% | -8.0% | +7.1% | -0.9% |
| 30D | -1.0% | -6.6% | +5.7% | -0.9% |
| 3M | -1.2% | -2.7% | +1.5% | -1.2% |
| 6M | -2.0% | -12.8% | +10.8% | -2.0% |
| YTD | -1.2% | -10.5% | +9.3% | -1.2% |
| 1Y | -0.5% | -35.3% | +34.9% | -0.3% |
| 3Y | +12.4% | -47.7% | +60.2% | +12.6% |
| 5Y | -2.5% | -68.9% | +66.4% | -2.4% |
| All | +14.9% | -57.7% | +72.6% | +13.6% |
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