+707.9%
P vs BBWI
-41.3%
+749.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.9% |
| 7D | -9.6% | -6.2% | -3.4% | -8.3% |
| 30D | -33.4% | +25.5% | -58.9% | -37.0% |
| 3M | +14.2% | +8.0% | +6.2% | +11.1% |
| 6M | +31.6% | +12.7% | +18.9% | +25.0% |
| YTD | +53.5% | +11.6% | +41.8% | +44.0% |
| 1Y | +14.2% | -0.9% | +15.1% | +9.0% |
| 3Y | +190.5% | -22.7% | +213.2% | +184.1% |
| 5Y | +256.3% | -67.2% | +323.5% | +308.6% |
| 10Y | +707.9% | -43.7% | +751.6% | +505.0% |
| All | +707.9% | -41.3% | +749.2% | +505.0% |
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