-10.9%
DOW vs BBWI
-5.1%
-5.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.9% |
| 7D | -6.0% | -4.4% | -1.6% | -5.1% |
| 30D | -2.7% | -7.4% | +4.6% | -1.4% |
| 3M | -10.5% | -2.2% | -8.2% | -11.4% |
| 6M | -12.4% | -16.3% | +3.9% | -11.6% |
| YTD | +30.0% | -9.1% | +39.2% | +27.8% |
| 1Y | +27.8% | -34.5% | +62.3% | +35.3% |
| 3Y | -34.9% | -47.0% | +12.0% | -30.1% |
| 5Y | -35.9% | -68.8% | +33.0% | -24.5% |
| All | -10.9% | -5.1% | -5.8% | -31.1% |
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 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