-29.4%
EW vs BBWI
-68.8%
+39.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.2% |
| 7D | -5.1% | -4.4% | -0.7% | -4.5% |
| 30D | -6.4% | -7.4% | +1.0% | -5.6% |
| 3M | -1.6% | -2.2% | +0.7% | -1.8% |
| 6M | +2.3% | -16.3% | +18.6% | +3.7% |
| YTD | +1.1% | -9.1% | +10.2% | +0.8% |
| 1Y | +8.0% | -34.5% | +42.5% | +12.3% |
| 3Y | +16.3% | -47.0% | +63.3% | +21.0% |
| 5Y | -29.4% | -68.8% | +39.4% | -17.2% |
| All | -29.4% | -68.8% | +39.4% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling