+183.8%
EXC vs BBWI
-41.3%
+225.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -1.7% | -6.2% | +4.4% | -1.1% |
| 30D | +9.3% | +25.5% | -16.2% | +6.8% |
| 3M | +1.0% | +8.0% | -6.9% | -0.1% |
| 6M | +5.9% | +12.7% | -6.7% | +4.0% |
| YTD | +7.6% | +11.6% | -4.0% | +5.0% |
| 1Y | +2.4% | -0.9% | +3.3% | +0.6% |
| 3Y | +30.2% | -22.7% | +52.9% | +27.5% |
| 5Y | +41.4% | -67.2% | +108.5% | +50.7% |
| 10Y | +183.8% | -43.7% | +227.5% | +123.5% |
| All | +183.8% | -41.3% | +225.1% | +123.5% |
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 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