+150.3%
CI vs BBWI
-44.4%
+194.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.6% |
| 7D | +2.6% | -4.2% | +6.8% | +3.2% |
| 30D | +7.3% | +24.9% | -17.5% | +4.0% |
| 3M | +9.5% | +13.2% | -3.7% | +7.1% |
| 6M | +6.4% | +12.1% | -5.7% | +3.6% |
| YTD | +12.0% | +11.1% | +0.9% | +8.2% |
| 1Y | +20.1% | +0.7% | +19.4% | +16.7% |
| 3Y | +9.6% | -23.8% | +33.3% | +7.2% |
| 5Y | +52.7% | -66.9% | +119.6% | +67.0% |
| 10Y | +150.3% | -45.3% | +195.6% | +93.4% |
| All | +150.3% | -44.4% | +194.7% | +93.4% |
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