+286.5%
C vs BBWI
-56.0%
+342.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.7% |
| 30D | +1.3% | -6.2% | +7.5% | +2.5% |
| 3M | +3.1% | +4.3% | -1.2% | +1.0% |
| 6M | +29.6% | -7.2% | +36.8% | +29.1% |
| YTD | +19.0% | -3.0% | +22.0% | +16.5% |
| 1Y | +45.6% | -30.8% | +76.4% | +53.5% |
| 3Y | +269.3% | -43.4% | +312.7% | +292.2% |
| 5Y | +131.6% | -66.7% | +198.3% | +169.8% |
| 10Y | +286.5% | -55.7% | +342.2% | +208.1% |
| All | +286.5% | -56.0% | +342.5% | +208.1% |
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