+2,417.1%
MSCI vs BBWI
+221.1%
+2,196.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | +0.4% | +1.5% | -1.1% | 0.0% |
| 30D | +0.6% | -5.2% | +5.7% | +1.5% |
| 3M | -7.1% | +11.1% | -18.2% | -10.1% |
| 6M | +0.8% | -13.4% | +14.2% | +2.2% |
| YTD | +1.0% | +0.1% | +0.9% | -1.6% |
| 1Y | +4.3% | -36.1% | +40.4% | +11.2% |
| 3Y | +9.9% | -44.1% | +54.0% | +14.8% |
| 5Y | -6.8% | -66.2% | +59.5% | +6.2% |
| 10Y | +614.7% | -54.8% | +669.4% | +549.2% |
| All | +2,417.1% | +221.1% | +2,196.1% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling