+141.3%
ED vs BBWI
-44.4%
+185.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +2.1% | -4.2% | +6.4% | +2.3% |
| 30D | +12.4% | +24.9% | -12.4% | +11.5% |
| 3M | +13.1% | +13.2% | -0.1% | +12.5% |
| 6M | +14.1% | +12.1% | +2.0% | +13.4% |
| YTD | +23.1% | +11.1% | +12.0% | +22.0% |
| 1Y | +25.4% | +0.7% | +24.7% | +24.6% |
| 3Y | +47.9% | -23.8% | +71.6% | +46.8% |
| 5Y | +81.9% | -66.9% | +148.8% | +86.0% |
| 10Y | +141.3% | -45.3% | +186.6% | +115.7% |
| All | +141.3% | -44.4% | +185.7% | +115.7% |
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