-46.5%
COMP vs BBWI
-50.6%
+4.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.8% |
| 7D | +14.5% | -6.2% | +20.7% | +17.9% |
| 30D | +14.9% | +25.5% | -10.6% | +4.0% |
| 3M | -14.2% | +8.0% | -22.2% | -18.3% |
| 6M | +23.7% | +12.7% | +11.1% | +15.1% |
| YTD | +2.1% | +11.6% | -9.6% | -6.4% |
| 1Y | +26.2% | -0.9% | +27.1% | +18.8% |
| 3Y | +470.9% | -22.7% | +493.6% | +447.0% |
| 5Y | -14.0% | -67.2% | +53.1% | +13.6% |
| All | -46.5% | -50.6% | +4.1% | -30.5% |
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