-49.1%
COMP vs BBWI
-50.7%
+1.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +2.2% | -7.7% | +9.9% | +6.0% |
| 30D | +16.3% | +24.8% | -8.4% | +5.6% |
| 3M | -19.1% | +16.2% | -35.4% | -25.4% |
| 6M | +17.1% | +15.8% | +1.3% | +7.6% |
| YTD | -2.9% | +11.4% | -14.4% | -10.9% |
| 1Y | +8.8% | +3.2% | +5.6% | +0.6% |
| 3Y | +423.5% | -23.5% | +447.0% | +404.6% |
| 5Y | -10.5% | -67.4% | +56.9% | +18.4% |
| All | -49.1% | -50.7% | +1.6% | -33.8% |
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