+218.3%
C vs BBWI
-45.0%
+263.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.4% | -7.7% | +7.3% | +1.6% |
| 30D | -5.3% | +24.8% | -30.1% | -10.7% |
| 3M | -8.0% | +16.2% | -24.2% | -12.5% |
| 6M | -0.3% | +15.8% | -16.1% | -6.0% |
| YTD | +8.6% | +11.4% | -2.8% | +2.0% |
| 1Y | +25.8% | +3.2% | +22.6% | +18.8% |
| 3Y | +221.2% | -23.5% | +244.7% | +213.3% |
| 5Y | +113.6% | -67.4% | +181.0% | +150.2% |
| 10Y | +218.3% | -46.0% | +264.3% | +136.2% |
| All | +218.3% | -45.0% | +263.3% | +136.2% |
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