+3,553.2%
FIX vs BBWI
-47.4%
+3,600.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -27.8% | +12.9% | -40.7% | -30.2% |
| 3M | -35.6% | +16.0% | -51.5% | -38.5% |
| 6M | -45.2% | +16.6% | -61.8% | -48.3% |
| YTD | +19.5% | +9.7% | +9.7% | +12.9% |
| 1Y | +24.2% | +1.5% | +22.7% | +18.3% |
| 3Y | +494.2% | -21.4% | +515.5% | +479.5% |
| 5Y | +1,036.1% | -67.6% | +1,103.7% | +1,217.6% |
| All | +3,553.2% | -47.4% | +3,600.6% | +2,982.9% |
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