+76.3%
CL vs BBWI
-41.3%
+117.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +1.3% |
| 7D | +0.5% | -6.2% | +6.7% | +0.8% |
| 30D | +11.6% | +25.5% | -13.9% | +10.4% |
| 3M | +5.6% | +8.0% | -2.4% | +5.1% |
| 6M | +13.2% | +12.7% | +0.5% | +12.2% |
| YTD | +26.9% | +11.6% | +15.3% | +25.7% |
| 1Y | +27.3% | -0.9% | +28.2% | +26.4% |
| 3Y | +39.7% | -22.7% | +62.4% | +38.5% |
| 5Y | +41.3% | -67.2% | +108.5% | +44.7% |
| 10Y | +76.3% | -43.7% | +120.0% | +62.3% |
| All | +76.3% | -41.3% | +117.6% | +62.3% |
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