-49.3%
COMP vs BBWI
-51.5%
+2.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.3% | +14.0% | +12.2% |
| 7D | +13.4% | -6.2% | +19.6% | +16.8% |
| 30D | +11.1% | +19.9% | -8.8% | +2.5% |
| 3M | -18.8% | +7.1% | -26.0% | -22.4% |
| 6M | +10.5% | +13.7% | -3.2% | +2.3% |
| YTD | -3.4% | +9.6% | -13.0% | -10.7% |
| 1Y | +19.7% | -1.6% | +21.3% | +13.0% |
| 3Y | +381.6% | -25.9% | +407.5% | +372.1% |
| 5Y | -17.6% | -67.8% | +50.2% | +9.7% |
| All | -49.3% | -51.5% | +2.2% | -33.7% |
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