+68.0%
DD vs BBWI
-67.1%
+135.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +5.5% |
| 7D | +9.8% | -6.2% | +16.0% | +11.2% |
| 30D | +19.3% | +25.5% | -6.2% | +13.5% |
| 3M | +9.4% | +8.0% | +1.4% | +6.7% |
| 6M | +4.8% | +12.7% | -7.9% | +0.3% |
| YTD | +30.2% | +11.6% | +18.6% | +23.3% |
| 1Y | +32.2% | -0.9% | +33.1% | +27.4% |
| 3Y | +93.1% | -22.7% | +115.8% | +88.9% |
| 5Y | +68.0% | -67.2% | +135.2% | +100.6% |
| All | +68.0% | -67.1% | +135.1% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling