-64.7%
CAPR vs BBWI
-41.3%
-23.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.6% | +9.0% |
| 7D | +36.0% | -6.2% | +42.2% | +38.2% |
| 30D | +25.8% | +25.5% | +0.3% | +18.8% |
| 3M | +140.8% | +8.0% | +132.9% | +133.6% |
| 6M | -67.6% | +12.7% | -80.3% | -69.9% |
| YTD | -65.9% | +11.6% | -77.5% | -68.9% |
| 1Y | +66.1% | -0.9% | +67.0% | +54.4% |
| 3Y | +256.9% | -22.7% | +279.6% | +236.8% |
| 5Y | +172.1% | -67.2% | +239.3% | +208.7% |
| 10Y | -64.7% | -43.7% | -21.0% | -76.2% |
| All | -64.7% | -41.3% | -23.4% | -76.2% |
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