-3.4%
M vs BBWI
-56.0%
+52.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.1% |
| 7D | +2.4% | +1.6% | +0.8% | +1.6% |
| 30D | -11.6% | -6.2% | -5.4% | -9.5% |
| 3M | +1.6% | +4.3% | -2.7% | -2.1% |
| 6M | +25.2% | -7.2% | +32.4% | +24.2% |
| YTD | +3.8% | -3.0% | +6.8% | -0.2% |
| 1Y | +36.3% | -30.8% | +67.1% | +50.6% |
| 3Y | +116.3% | -43.4% | +159.7% | +144.5% |
| 5Y | +28.2% | -66.7% | +94.9% | +90.4% |
| 10Y | -3.4% | -55.7% | +52.3% | +0.3% |
| All | -3.4% | -56.0% | +52.6% | +0.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling