+7,328.4%
EW vs BBWI
+335.8%
+6,992.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.8% |
| 7D | +11.0% | -6.2% | +17.2% | +12.0% |
| 30D | +19.1% | +19.9% | -0.9% | +15.6% |
| 3M | +14.4% | +7.1% | +7.2% | +12.4% |
| 6M | +22.8% | +13.7% | +9.1% | +18.8% |
| YTD | +19.8% | +9.6% | +10.2% | +15.6% |
| 1Y | +23.9% | -1.6% | +25.5% | +20.6% |
| 3Y | +52.2% | -25.9% | +78.1% | +50.1% |
| 5Y | -13.9% | -67.8% | +53.9% | -5.7% |
| 10Y | +241.9% | -43.5% | +285.3% | +198.0% |
| All | +7,328.4% | +335.8% | +6,992.6% | +4,315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling