+779.7%
MSCI vs BBWI
-41.3%
+821.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.6% |
| 7D | +1.5% | -6.2% | +7.6% | +2.5% |
| 30D | +14.4% | +25.5% | -11.1% | +10.3% |
| 3M | +15.2% | +8.0% | +7.2% | +13.3% |
| 6M | +11.2% | +12.7% | -1.5% | +8.1% |
| YTD | +13.9% | +11.6% | +2.3% | +9.9% |
| 1Y | +12.5% | -0.9% | +13.4% | +9.7% |
| 3Y | +32.3% | -22.7% | +55.0% | +29.6% |
| 5Y | +4.9% | -67.2% | +72.0% | +14.4% |
| 10Y | +779.7% | -43.7% | +823.4% | +638.7% |
| All | +779.7% | -41.3% | +821.0% | +638.7% |
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