+98.2%
DD vs BBWI
-47.4%
+145.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +19.7% | +12.9% | +6.8% | +16.3% |
| 3M | +7.2% | +16.0% | -8.8% | +2.8% |
| 6M | +1.0% | +16.6% | -15.6% | -4.2% |
| YTD | +29.1% | +9.7% | +19.4% | +22.5% |
| 1Y | +28.5% | +1.5% | +27.0% | +22.6% |
| 3Y | +89.4% | -21.4% | +110.8% | +84.8% |
| 5Y | +67.1% | -67.6% | +134.7% | +91.3% |
| All | +98.2% | -47.4% | +145.7% | +55.4% |
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