+63.1%
DD vs BBWI
-66.8%
+129.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.0% |
| 30D | -7.4% | -6.2% | -1.2% | -6.5% |
| 3M | -6.4% | +4.3% | -10.8% | -8.3% |
| 6M | -2.5% | -7.2% | +4.7% | -2.9% |
| YTD | +10.2% | -3.0% | +13.3% | +8.0% |
| 1Y | +36.9% | -30.8% | +67.7% | +44.3% |
| 3Y | +47.0% | -43.4% | +90.4% | +55.3% |
| 5Y | +63.1% | -66.7% | +129.9% | +96.1% |
| All | +63.1% | -66.8% | +129.9% | +96.1% |
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