+35.3%
D vs BBWI
-56.0%
+91.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | -0.7% | -6.2% | +5.5% | -0.4% |
| 3M | +2.1% | +4.3% | -2.3% | +1.5% |
| 6M | +6.8% | -7.2% | +14.0% | +6.8% |
| YTD | +16.5% | -3.0% | +19.6% | +15.9% |
| 1Y | +19.2% | -30.8% | +49.9% | +21.0% |
| 3Y | +61.9% | -43.4% | +105.3% | +64.1% |
| 5Y | +6.5% | -66.7% | +73.3% | +10.6% |
| 10Y | +35.3% | -55.7% | +90.9% | +21.9% |
| All | +35.3% | -56.0% | +91.2% | +21.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling