+192.7%
EXC vs BBWI
-48.2%
+240.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.3% |
| 7D | -1.9% | -4.5% | +2.6% | -1.5% |
| 30D | +7.8% | +17.1% | -9.3% | +6.0% |
| 3M | +1.9% | +17.5% | -15.6% | -0.1% |
| 6M | +3.4% | +12.8% | -9.4% | +1.4% |
| YTD | +7.6% | +8.2% | -0.6% | +5.3% |
| 1Y | +2.1% | -1.8% | +3.9% | +0.4% |
| 3Y | +29.6% | -25.8% | +55.4% | +27.4% |
| 5Y | +39.5% | -68.0% | +107.5% | +49.2% |
| All | +192.7% | -48.2% | +240.9% | +130.2% |
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 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