+121.7%
EW vs BBWI
-56.0%
+177.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.1% |
| 7D | -4.4% | +1.6% | -6.0% | -4.6% |
| 30D | -3.3% | -6.2% | +2.9% | -2.7% |
| 3M | +1.0% | +4.3% | -3.3% | -0.1% |
| 6M | +6.2% | -7.2% | +13.4% | +6.1% |
| YTD | +1.7% | -3.0% | +4.8% | +0.5% |
| 1Y | +8.1% | -30.8% | +38.9% | +11.4% |
| 3Y | +17.1% | -43.4% | +60.5% | +20.7% |
| 5Y | -29.4% | -66.7% | +37.4% | -23.1% |
| 10Y | +121.7% | -55.7% | +177.4% | +86.2% |
| All | +121.7% | -56.0% | +177.7% | +86.2% |
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