+66.5%
DD vs BBWI
-58.2%
+124.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | -1.2% |
| 7D | -3.8% | -4.4% | +0.7% | -2.9% |
| 30D | -9.2% | -7.4% | -1.8% | -8.0% |
| 3M | -9.0% | -2.2% | -6.8% | -9.4% |
| 6M | -5.0% | -16.3% | +11.4% | -3.2% |
| YTD | +7.4% | -9.1% | +16.5% | +6.8% |
| 1Y | +35.1% | -34.5% | +69.6% | +42.9% |
| 3Y | +43.2% | -47.0% | +90.2% | +53.0% |
| 5Y | +59.6% | -68.8% | +128.5% | +85.1% |
| 10Y | +66.5% | -57.4% | +123.9% | +36.2% |
| All | +66.5% | -58.2% | +124.8% | +36.2% |
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