+34.5%
D vs BBWI
-54.5%
+89.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.6% |
| 7D | +1.5% | +1.5% | -0.1% | +1.3% |
| 30D | -2.6% | -5.2% | +2.6% | -2.3% |
| 3M | 0.0% | +11.1% | -11.1% | -1.0% |
| 6M | +7.4% | -13.4% | +20.7% | +7.8% |
| YTD | +15.9% | +0.1% | +15.8% | +15.0% |
| 1Y | +18.1% | -36.1% | +54.2% | +20.7% |
| 3Y | +58.4% | -44.1% | +102.5% | +60.8% |
| 5Y | +5.2% | -66.2% | +71.4% | +9.1% |
| All | +34.5% | -54.5% | +89.0% | +20.9% |
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 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