+5,831.7%
FIX vs BBWI
-54.1%
+5,885.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.2% |
| 7D | +6.0% | +1.5% | +4.5% | +5.6% |
| 30D | -7.2% | -5.2% | -2.1% | -6.5% |
| 3M | -15.9% | +11.1% | -27.0% | -18.9% |
| 6M | +12.7% | -13.4% | +26.1% | +14.4% |
| YTD | +72.8% | +0.1% | +72.7% | +68.2% |
| 1Y | +122.9% | -36.1% | +159.0% | +139.5% |
| 3Y | +774.3% | -44.1% | +818.4% | +831.9% |
| 5Y | +2,049.5% | -66.2% | +2,115.7% | +2,385.3% |
| All | +5,831.7% | -54.1% | +5,885.8% | +5,228.1% |
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