+76.2%
O vs BBWI
-47.4%
+123.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.1% | +12.9% | -5.8% | +5.1% |
| 3M | -5.2% | +16.0% | -21.2% | -7.8% |
| 6M | -1.8% | +16.6% | -18.4% | -5.1% |
| YTD | +9.1% | +9.7% | -0.7% | +5.4% |
| 1Y | +9.7% | +1.5% | +8.2% | +6.4% |
| 3Y | +39.1% | -21.4% | +60.5% | +34.5% |
| 5Y | +8.4% | -67.6% | +75.9% | +18.9% |
| All | +76.2% | -47.4% | +123.6% | +19.5% |
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