+238.8%
EQX vs BBWI
+12.1%
+226.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +1.1% |
| 7D | -3.2% | -4.8% | +1.6% | -2.9% |
| 30D | +7.8% | +3.5% | +4.3% | +7.3% |
| 3M | +21.3% | -0.3% | +21.7% | +21.0% |
| 6M | -22.4% | -5.4% | -17.0% | -22.5% |
| YTD | -11.3% | -4.7% | -6.6% | -11.8% |
| 1Y | +13.5% | -30.5% | +44.0% | +15.0% |
| 3Y | +162.1% | -44.3% | +206.5% | +166.1% |
| 5Y | +84.2% | -66.9% | +151.1% | +89.3% |
| All | +238.8% | +12.1% | +226.8% | +214.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling