-77.4%
CAPR vs BBWI
-56.0%
-21.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.8% |
| 7D | -9.5% | +1.6% | -11.0% | -9.9% |
| 30D | +121.5% | -6.2% | +127.7% | +123.9% |
| 3M | -65.4% | +4.3% | -69.7% | -66.9% |
| 6M | -67.5% | -7.2% | -60.4% | -68.5% |
| YTD | -68.6% | -3.0% | -65.6% | -70.2% |
| 1Y | +42.7% | -30.8% | +73.4% | +45.7% |
| 3Y | +43.4% | -43.4% | +86.8% | +46.9% |
| 5Y | +86.0% | -66.7% | +152.8% | +109.7% |
| 10Y | -77.4% | -55.7% | -21.7% | -83.1% |
| All | -77.4% | -56.0% | -21.5% | -83.1% |
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