+220.1%
C vs BBWI
-41.3%
+261.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.0% |
| 7D | -0.9% | -6.2% | +5.2% | +0.7% |
| 30D | -5.4% | +25.5% | -30.9% | -10.9% |
| 3M | -9.2% | +8.0% | -17.1% | -12.0% |
| 6M | -1.8% | +12.7% | -14.5% | -6.8% |
| YTD | +6.7% | +11.6% | -5.0% | +0.1% |
| 1Y | +23.5% | -0.9% | +24.4% | +17.9% |
| 3Y | +219.8% | -22.7% | +242.5% | +211.0% |
| 5Y | +112.4% | -67.2% | +179.6% | +148.4% |
| 10Y | +220.1% | -43.7% | +263.8% | +136.1% |
| All | +220.1% | -41.3% | +261.4% | +136.1% |
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