+223.5%
C vs BBWI
-43.7%
+267.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.3% |
| 7D | -2.4% | -6.2% | +3.8% | -0.8% |
| 30D | -6.0% | +19.9% | -25.9% | -10.5% |
| 3M | -10.5% | +7.1% | -17.7% | -13.2% |
| 6M | -5.7% | +13.7% | -19.4% | -10.7% |
| YTD | +4.1% | +9.6% | -5.5% | -1.9% |
| 1Y | +20.5% | -1.6% | +22.1% | +15.2% |
| 3Y | +208.1% | -25.9% | +234.0% | +203.0% |
| 5Y | +110.4% | -67.8% | +178.2% | +147.3% |
| All | +223.5% | -43.7% | +267.3% | +139.9% |
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