+85.6%
ES vs BBWI
-41.3%
+127.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.1% | -6.2% | +6.1% | +0.4% |
| 30D | +5.7% | +25.5% | -19.8% | +3.7% |
| 3M | -2.8% | +8.0% | -10.8% | -3.7% |
| 6M | +7.0% | +12.7% | -5.7% | +5.3% |
| YTD | +6.8% | +11.6% | -4.9% | +4.7% |
| 1Y | -0.5% | -0.9% | +0.4% | -1.8% |
| 3Y | +47.2% | -22.7% | +69.9% | +45.7% |
| 5Y | +2.3% | -67.2% | +69.4% | +6.5% |
| 10Y | +85.6% | -43.7% | +129.3% | +54.0% |
| All | +85.6% | -41.3% | +127.0% | +54.0% |
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