+649.0%
P vs BBWI
-48.2%
+697.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +4.0% |
| 7D | +17.8% | -4.5% | +22.4% | +19.0% |
| 30D | -29.9% | +17.1% | -47.0% | -32.6% |
| 3M | -1.2% | +17.5% | -18.6% | -5.5% |
| 6M | +32.1% | +12.8% | +19.3% | +25.5% |
| YTD | +64.3% | +8.2% | +56.2% | +55.3% |
| 1Y | +24.3% | -1.8% | +26.1% | +18.8% |
| 3Y | +203.2% | -25.8% | +229.0% | +199.2% |
| 5Y | +290.4% | -68.0% | +358.5% | +349.8% |
| All | +649.0% | -48.2% | +697.2% | +429.0% |
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