+1,737.2%
EL vs BBWI
+1,047.6%
+689.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +7.6% | -4.2% | +11.9% | +8.8% |
| 30D | +15.7% | +24.9% | -9.2% | +9.3% |
| 3M | +30.5% | +13.2% | +17.3% | +25.3% |
| 6M | +32.5% | +12.1% | +20.4% | +26.7% |
| YTD | +9.4% | +11.1% | -1.6% | +4.3% |
| 1Y | +28.4% | +0.7% | +27.6% | +23.3% |
| 3Y | +4.4% | -23.8% | +28.2% | +4.8% |
| 5Y | -64.5% | -66.9% | +2.4% | -58.2% |
| 10Y | +64.9% | -45.3% | +110.2% | +46.4% |
| All | +1,737.2% | +1,047.6% | +689.6% | +580.1% |
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