+0.5%
M vs BBWI
-41.3%
+41.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.2% | +7.2% |
| 7D | +2.5% | -6.2% | +8.7% | +6.1% |
| 30D | +10.1% | +25.5% | -15.4% | -1.7% |
| 3M | -0.9% | +8.0% | -8.9% | -6.0% |
| 6M | +30.2% | +12.7% | +17.5% | +18.8% |
| YTD | +16.3% | +11.6% | +4.7% | +3.6% |
| 1Y | +27.0% | -0.9% | +27.9% | +16.6% |
| 3Y | +154.5% | -22.7% | +177.2% | +143.4% |
| 5Y | -1.1% | -67.2% | +66.1% | +46.5% |
| 10Y | +0.5% | -43.7% | +44.2% | +2.5% |
| All | +0.5% | -41.3% | +41.8% | +2.5% |
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