+243.2%
INTC vs BBWI
-57.7%
+300.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.3% |
| 7D | +9.4% | -8.0% | +17.4% | +11.0% |
| 30D | +2.7% | -6.6% | +9.3% | +3.5% |
| 3M | -6.3% | -2.7% | -3.6% | -6.7% |
| 6M | +114.5% | -12.8% | +127.2% | +116.1% |
| YTD | +171.9% | -10.5% | +182.3% | +172.1% |
| 1Y | +305.0% | -35.3% | +340.3% | +326.9% |
| 3Y | +168.3% | -47.7% | +216.1% | +187.9% |
| 5Y | +102.3% | -68.9% | +171.2% | +127.8% |
| All | +243.2% | -57.7% | +300.8% | +243.0% |
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