+652.6%
P vs BBWI
-44.4%
+697.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -13.3% | -4.2% | -9.1% | -12.4% |
| 30D | -34.0% | +24.9% | -58.8% | -37.4% |
| 3M | +4.1% | +13.2% | -9.1% | +0.3% |
| 6M | +30.5% | +12.1% | +18.4% | +24.1% |
| YTD | +52.2% | +11.1% | +41.1% | +43.0% |
| 1Y | +10.3% | +0.7% | +9.6% | +4.9% |
| 3Y | +180.9% | -23.8% | +204.6% | +175.6% |
| 5Y | +259.7% | -66.9% | +326.6% | +311.6% |
| 10Y | +652.6% | -45.3% | +698.0% | +451.1% |
| All | +652.6% | -44.4% | +697.0% | +451.1% |
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 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