+133.9%
BP vs BBWI
-58.2%
+192.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.3% | +8.1% | +2.7% |
| 7D | +4.0% | -4.4% | +8.4% | +4.6% |
| 30D | +7.8% | -7.4% | +15.2% | +8.8% |
| 3M | +8.4% | -2.2% | +10.6% | +7.7% |
| 6M | +15.1% | -16.3% | +31.4% | +16.1% |
| YTD | +36.4% | -9.1% | +45.6% | +34.9% |
| 1Y | +40.9% | -34.5% | +75.4% | +45.9% |
| 3Y | +38.8% | -47.0% | +85.8% | +43.5% |
| 5Y | +141.1% | -68.8% | +209.9% | +164.9% |
| 10Y | +133.9% | -57.4% | +191.3% | +79.7% |
| All | +133.9% | -58.2% | +192.1% | +79.7% |
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