+488.5%
NDAQ vs BBWI
-47.4%
+535.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +18.0% | +12.9% | +5.1% | +16.0% |
| 3M | +11.5% | +16.0% | -4.5% | +8.9% |
| 6M | +21.1% | +16.6% | +4.5% | +17.4% |
| YTD | +12.8% | +9.7% | +3.1% | +9.5% |
| 1Y | +25.7% | +1.5% | +24.2% | +22.4% |
| 3Y | +116.8% | -21.4% | +138.2% | +111.9% |
| 5Y | +67.3% | -67.6% | +134.8% | +80.8% |
| All | +488.5% | -47.4% | +535.9% | +389.4% |
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