+49.1%
D vs BBWI
-47.4%
+96.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +7.7% | +12.9% | -5.1% | +6.8% |
| 3M | -0.3% | +16.0% | -16.3% | -1.5% |
| 6M | +10.1% | +16.6% | -6.6% | +8.4% |
| YTD | +19.1% | +9.7% | +9.3% | +17.3% |
| 1Y | +15.9% | +1.5% | +14.4% | +14.4% |
| 3Y | +75.0% | -21.4% | +96.4% | +73.1% |
| 5Y | +13.4% | -67.6% | +80.9% | +18.0% |
| All | +49.1% | -47.4% | +96.5% | +29.0% |
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