-44.8%
COMP vs BBWI
-55.7%
+10.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.7% |
| 7D | +1.4% | +1.5% | -0.1% | +0.7% |
| 30D | -13.3% | -5.2% | -8.1% | -12.1% |
| 3M | +41.1% | +11.1% | +30.0% | +33.3% |
| 6M | +17.2% | -13.4% | +30.5% | +22.2% |
| YTD | +5.2% | +0.1% | +5.1% | +1.7% |
| 1Y | +18.9% | -36.1% | +55.1% | +37.8% |
| 3Y | +215.9% | -44.1% | +260.0% | +262.3% |
| 5Y | -31.2% | -66.2% | +35.1% | -6.0% |
| All | -44.8% | -55.7% | +10.9% | -24.5% |
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