+151.5%
EXC vs BBWI
-56.0%
+207.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.0% |
| 7D | +1.2% | +1.6% | -0.3% | +1.1% |
| 30D | -2.7% | -6.2% | +3.5% | -2.2% |
| 3M | -1.0% | +4.3% | -5.3% | -1.7% |
| 6M | -9.3% | -7.2% | -2.1% | -9.4% |
| YTD | +3.6% | -3.0% | +6.7% | +2.7% |
| 1Y | +5.9% | -30.8% | +36.7% | +8.1% |
| 3Y | +21.3% | -43.4% | +64.7% | +23.1% |
| 5Y | +46.2% | -66.7% | +112.9% | +54.8% |
| 10Y | +151.5% | -55.7% | +207.1% | +110.4% |
| All | +151.5% | -56.0% | +207.4% | +110.4% |
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