+271.2%
EW vs BBWI
-47.4%
+318.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +23.9% | +12.9% | +11.1% | +21.7% |
| 3M | +15.8% | +16.0% | -0.2% | +12.7% |
| 6M | +31.7% | +16.6% | +15.0% | +27.3% |
| YTD | +25.7% | +9.7% | +15.9% | +21.6% |
| 1Y | +24.4% | +1.5% | +22.9% | +20.9% |
| 3Y | +65.9% | -21.4% | +87.2% | +62.4% |
| 5Y | -7.6% | -67.6% | +59.9% | +0.6% |
| All | +271.2% | -47.4% | +318.7% | +181.3% |
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