-10.2%
DOW vs BBWI
-6.5%
-3.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -2.4% | -8.0% | +5.6% | -0.5% |
| 30D | -4.1% | -6.6% | +2.5% | -2.9% |
| 3M | -12.4% | -2.7% | -9.7% | -13.2% |
| 6M | -10.6% | -12.8% | +2.2% | -10.7% |
| YTD | +31.1% | -10.5% | +41.6% | +29.3% |
| 1Y | +30.5% | -35.3% | +65.9% | +38.6% |
| 3Y | -34.4% | -47.7% | +13.3% | -29.3% |
| 5Y | -35.5% | -68.9% | +33.4% | -24.1% |
| All | -10.2% | -6.5% | -3.7% | -30.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling