-67.4%
CAPR vs BBWI
-45.1%
-22.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.8% |
| 7D | +7.6% | -4.2% | +11.9% | +8.9% |
| 30D | +13.3% | +24.9% | -11.6% | +7.1% |
| 3M | +130.4% | +13.2% | +117.2% | +120.7% |
| 6M | -70.8% | +12.1% | -82.9% | -72.8% |
| YTD | -69.3% | +11.1% | -80.3% | -72.0% |
| 1Y | +59.5% | +0.7% | +58.8% | +47.6% |
| 3Y | +216.8% | -23.8% | +240.5% | +200.1% |
| 5Y | +152.7% | -66.9% | +219.6% | +186.1% |
| All | -67.4% | -45.1% | -22.3% | -77.7% |
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