+3,759.0%
FIX vs BBWI
-45.0%
+3,804.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +5.0% |
| 7D | +6.4% | -7.7% | +14.2% | +8.6% |
| 30D | -29.1% | +24.8% | -53.8% | -33.1% |
| 3M | -31.1% | +16.2% | -47.4% | -34.4% |
| 6M | -42.8% | +15.8% | -58.6% | -46.0% |
| YTD | +24.6% | +11.4% | +13.2% | +17.3% |
| 1Y | +21.9% | +3.2% | +18.7% | +15.7% |
| 3Y | +524.9% | -23.5% | +548.4% | +513.6% |
| 5Y | +1,092.2% | -67.4% | +1,159.6% | +1,281.3% |
| 10Y | +3,759.0% | -46.0% | +3,805.0% | +3,139.8% |
| All | +3,759.0% | -45.0% | +3,804.0% | +3,139.8% |
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