+142.2%
BP vs BBWI
-47.4%
+189.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | -5.3% | +12.9% | -18.2% | -7.2% |
| 3M | +9.3% | +16.0% | -6.7% | +6.1% |
| 6M | +7.2% | +16.6% | -9.4% | +3.0% |
| YTD | +38.0% | +9.7% | +28.3% | +32.1% |
| 1Y | +33.2% | +1.5% | +31.7% | +28.0% |
| 3Y | +50.3% | -21.4% | +71.6% | +45.3% |
| 5Y | +114.1% | -67.6% | +181.6% | +135.3% |
| All | +142.2% | -47.4% | +189.6% | +70.4% |
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