+321.5%
EAT vs BBWI
-44.4%
+365.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -5.9% | -4.2% | -1.7% | -4.1% |
| 30D | +0.7% | +24.9% | -24.2% | -8.8% |
| 3M | -14.2% | +13.2% | -27.4% | -20.6% |
| 6M | +40.7% | +12.1% | +28.6% | +28.1% |
| YTD | +36.0% | +11.1% | +24.9% | +21.1% |
| 1Y | +83.1% | +0.7% | +82.3% | +65.4% |
| 3Y | +474.8% | -23.8% | +498.6% | +442.9% |
| 5Y | +347.6% | -66.9% | +414.5% | +500.7% |
| 10Y | +321.5% | -45.3% | +366.9% | +153.5% |
| All | +321.5% | -44.4% | +365.9% | +153.5% |
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