+6,869.6%
EFX vs BBWI
+1,144.0%
+5,725.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +25.1% | +12.9% | +12.2% | +21.8% |
| 3M | +1.7% | +16.0% | -14.3% | -2.2% |
| 6M | +18.4% | +16.6% | +1.8% | +12.7% |
| YTD | -12.5% | +9.7% | -22.3% | -16.3% |
| 1Y | -8.1% | +1.5% | -9.6% | -11.7% |
| 3Y | +4.8% | -21.4% | +26.1% | +2.1% |
| 5Y | -30.1% | -67.6% | +37.4% | -19.7% |
| 10Y | +81.5% | -46.8% | +128.3% | +56.8% |
| All | +6,869.6% | +1,144.0% | +5,725.7% | +1,914.8% |
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