+6,459.5%
EFX vs BBWI
+1,034.6%
+5,424.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -7.0% |
| 7D | -8.6% | +1.5% | -10.1% | -9.0% |
| 30D | +0.1% | -5.2% | +5.3% | +1.0% |
| 3M | +3.8% | +11.1% | -7.3% | +0.7% |
| 6M | -13.5% | -13.4% | -0.1% | -12.1% |
| YTD | -17.7% | +0.1% | -17.8% | -19.4% |
| 1Y | -25.6% | -36.1% | +10.6% | -20.7% |
| 3Y | -12.1% | -44.1% | +32.0% | -7.3% |
| 5Y | -33.8% | -66.2% | +32.4% | -24.6% |
| 10Y | +45.1% | -54.8% | +99.9% | +30.5% |
| All | +6,459.5% | +1,034.6% | +5,424.9% | +1,840.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling