-36.6%
EFX vs BBWI
-68.8%
+32.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -0.7% |
| 7D | -9.4% | -4.4% | -5.0% | -8.5% |
| 30D | -6.9% | -7.4% | +0.5% | -5.6% |
| 3M | +0.1% | -2.2% | +2.4% | 0.0% |
| 6M | -17.3% | -16.3% | -1.0% | -15.3% |
| YTD | -21.8% | -9.1% | -12.7% | -21.7% |
| 1Y | -32.5% | -34.5% | +2.0% | -28.0% |
| 3Y | -12.3% | -47.0% | +34.6% | -6.7% |
| 5Y | -36.6% | -68.8% | +32.2% | -20.9% |
| All | -36.6% | -68.8% | +32.2% | -20.9% |
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