+55.3%
O vs BBWI
-58.2%
+113.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.6% |
| 7D | -2.3% | -4.4% | +2.2% | -1.6% |
| 30D | -2.4% | -7.4% | +4.9% | -1.6% |
| 3M | -0.6% | -2.2% | +1.6% | -0.8% |
| 6M | -5.0% | -16.3% | +11.3% | -3.7% |
| YTD | +10.4% | -9.1% | +19.5% | +10.0% |
| 1Y | +6.6% | -34.5% | +41.1% | +10.7% |
| 3Y | +28.4% | -47.0% | +75.4% | +32.5% |
| 5Y | +15.3% | -68.8% | +84.1% | +26.5% |
| 10Y | +55.3% | -57.4% | +112.7% | +13.9% |
| All | +55.3% | -58.2% | +113.5% | +13.9% |
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