+48.3%
D vs BBWI
-44.4%
+92.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.4% | -4.2% | +6.6% | +2.7% |
| 30D | +10.9% | +24.9% | -13.9% | +9.2% |
| 3M | +2.8% | +13.2% | -10.4% | +1.7% |
| 6M | +12.7% | +12.1% | +0.6% | +11.3% |
| YTD | +20.3% | +11.1% | +9.2% | +18.4% |
| 1Y | +17.1% | +0.7% | +16.4% | +15.6% |
| 3Y | +75.1% | -23.8% | +98.9% | +73.7% |
| 5Y | +13.1% | -66.9% | +80.1% | +17.6% |
| 10Y | +48.3% | -45.3% | +93.6% | +27.4% |
| All | +48.3% | -44.4% | +92.7% | +27.4% |
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