+5.6%
MSCI vs BBWI
-67.6%
+73.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +17.8% | +12.9% | +4.9% | +15.1% |
| 3M | +15.2% | +16.0% | -0.8% | +11.6% |
| 6M | +16.5% | +16.6% | -0.1% | +11.9% |
| YTD | +16.4% | +9.7% | +6.6% | +11.8% |
| 1Y | +16.8% | +1.5% | +15.3% | +12.9% |
| 3Y | +35.8% | -21.4% | +57.1% | +29.2% |
| All | +5.6% | -67.6% | +73.2% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling