+76.4%
BND vs BBWI
+139.0%
-62.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -0.1% | +1.5% | -1.7% | -0.1% |
| 30D | -0.4% | -5.2% | +4.8% | -0.4% |
| 3M | -0.6% | +11.1% | -11.7% | -0.6% |
| 6M | -1.4% | -13.4% | +11.9% | -1.5% |
| YTD | -0.2% | +0.1% | -0.3% | -0.2% |
| 1Y | +1.3% | -36.1% | +37.4% | +1.2% |
| 3Y | +13.2% | -44.1% | +57.3% | +13.1% |
| 5Y | -1.6% | -66.2% | +64.7% | -1.9% |
| 10Y | +15.5% | -54.8% | +70.2% | +15.1% |
| All | +76.4% | +139.0% | -62.6% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling