+345.2%
IR vs BBWI
-27.5%
+372.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.2% |
| 7D | +5.0% | -6.2% | +11.2% | +6.6% |
| 30D | +10.3% | +25.5% | -15.2% | +4.0% |
| 3M | -0.1% | +8.0% | -8.1% | -2.9% |
| 6M | +14.8% | +12.7% | +2.1% | +9.6% |
| YTD | +9.7% | +11.6% | -1.9% | +4.0% |
| 1Y | +12.2% | -0.9% | +13.1% | +7.9% |
| 3Y | +30.0% | -22.7% | +52.7% | +27.0% |
| 5Y | +46.8% | -67.2% | +114.0% | +71.0% |
| All | +345.2% | -27.5% | +372.7% | +248.2% |
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