+7,515.3%
EW vs BBWI
+343.9%
+7,171.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.2% |
| 7D | +12.3% | -6.2% | +18.4% | +13.3% |
| 30D | +22.9% | +25.5% | -2.6% | +18.4% |
| 3M | +16.7% | +8.0% | +8.7% | +14.5% |
| 6M | +31.0% | +12.7% | +18.3% | +26.9% |
| YTD | +22.8% | +11.6% | +11.2% | +18.2% |
| 1Y | +25.6% | -0.9% | +26.5% | +22.1% |
| 3Y | +62.0% | -22.7% | +84.7% | +58.6% |
| 5Y | -12.8% | -67.2% | +54.4% | -4.8% |
| 10Y | +239.8% | -43.7% | +283.5% | +196.5% |
| All | +7,515.3% | +343.9% | +7,171.3% | +4,413.7% |
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