+81.0%
F vs BBWI
-41.3%
+122.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.1% |
| 7D | -0.6% | -6.2% | +5.5% | +1.2% |
| 30D | +2.9% | +25.5% | -22.6% | -4.0% |
| 3M | -9.5% | +8.0% | -17.4% | -12.4% |
| 6M | +4.0% | +12.7% | -8.7% | -1.5% |
| YTD | -1.3% | +11.6% | -12.9% | -7.7% |
| 1Y | -1.9% | -0.9% | -1.0% | -6.4% |
| 3Y | +53.5% | -22.7% | +76.2% | +50.4% |
| 5Y | -15.1% | -67.2% | +52.0% | +2.7% |
| 10Y | +81.0% | -43.7% | +124.7% | +45.2% |
| All | +81.0% | -41.3% | +122.3% | +45.2% |
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