+642.7%
BX vs BBWI
-57.7%
+700.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.5% |
| 7D | -8.9% | -8.0% | -0.9% | -7.0% |
| 30D | -14.8% | -6.6% | -8.2% | -13.6% |
| 3M | +6.9% | -2.7% | +9.6% | +6.6% |
| 6M | +16.3% | -12.8% | +29.1% | +18.2% |
| YTD | -16.1% | -10.5% | -5.6% | -15.6% |
| 1Y | -26.8% | -35.3% | +8.6% | -21.3% |
| 3Y | +22.4% | -47.7% | +70.2% | +33.7% |
| 5Y | +16.0% | -68.9% | +84.9% | +39.5% |
| All | +642.7% | -57.7% | +700.4% | +592.7% |
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