+3,653.2%
FIX vs BBWI
-43.7%
+3,696.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.7% | +6.2% |
| 7D | -17.5% | -6.2% | -11.3% | -16.4% |
| 30D | -41.6% | +19.9% | -61.5% | -44.4% |
| 3M | -40.6% | +7.1% | -47.7% | -42.3% |
| 6M | -49.4% | +13.7% | -63.0% | -52.0% |
| YTD | +9.2% | +9.6% | -0.4% | +3.1% |
| 1Y | +6.5% | -1.6% | +8.1% | +2.2% |
| 3Y | +448.7% | -25.9% | +474.6% | +442.6% |
| 5Y | +948.7% | -67.8% | +1,016.5% | +1,118.6% |
| All | +3,653.2% | -43.7% | +3,696.9% | +3,057.5% |
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