+1,732.8%
EL vs BBWI
+1,053.4%
+679.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.4% |
| 7D | +8.0% | -6.2% | +14.2% | +9.7% |
| 30D | +15.4% | +25.5% | -10.1% | +8.9% |
| 3M | +28.5% | +8.0% | +20.5% | +24.8% |
| 6M | +32.2% | +12.7% | +19.6% | +26.3% |
| YTD | +9.2% | +11.6% | -2.5% | +3.9% |
| 1Y | +30.8% | -0.9% | +31.7% | +26.1% |
| 3Y | +3.7% | -22.7% | +26.4% | +3.7% |
| 5Y | -64.8% | -67.2% | +2.4% | -58.5% |
| 10Y | +60.0% | -43.7% | +103.7% | +40.9% |
| All | +1,732.8% | +1,053.4% | +679.4% | +577.6% |
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