+3,601.2%
FIX vs BBWI
-48.2%
+3,649.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.2% |
| 7D | +16.9% | -4.5% | +21.4% | +18.2% |
| 30D | -30.6% | +17.1% | -47.8% | -33.6% |
| 3M | -35.1% | +17.5% | -52.6% | -38.3% |
| 6M | -44.0% | +12.8% | -56.8% | -46.8% |
| YTD | +21.0% | +8.2% | +12.9% | +14.8% |
| 1Y | +16.2% | -1.8% | +18.0% | +11.6% |
| 3Y | +506.9% | -25.8% | +532.6% | +500.1% |
| 5Y | +1,051.1% | -68.0% | +1,119.1% | +1,239.5% |
| All | +3,601.2% | -48.2% | +3,649.4% | +3,034.3% |
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