+780.7%
GOOG vs BBWI
-55.0%
+835.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.6% |
| 7D | 0.0% | -4.8% | +4.9% | +0.7% |
| 30D | -2.0% | +3.5% | -5.4% | -2.7% |
| 3M | -5.9% | -0.3% | -5.5% | -6.2% |
| 6M | +8.9% | -5.4% | +14.3% | +8.7% |
| YTD | +7.1% | -4.7% | +11.8% | +6.4% |
| 1Y | +39.7% | -30.5% | +70.2% | +43.7% |
| 3Y | +145.8% | -44.3% | +190.2% | +153.7% |
| 5Y | +138.6% | -66.9% | +205.5% | +157.4% |
| All | +780.7% | -55.0% | +835.6% | +705.1% |
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