+655.3%
P vs BBWI
-45.0%
+700.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | -4.7% | -7.7% | +3.0% | -2.8% |
| 30D | -31.4% | +24.8% | -56.2% | -35.0% |
| 3M | -2.6% | +16.2% | -18.9% | -6.7% |
| 6M | +21.9% | +15.8% | +6.1% | +15.3% |
| YTD | +58.9% | +11.4% | +47.5% | +49.2% |
| 1Y | +21.7% | +3.2% | +18.5% | +15.1% |
| 3Y | +193.3% | -23.5% | +216.8% | +187.6% |
| 5Y | +275.1% | -67.4% | +342.5% | +330.6% |
| 10Y | +655.3% | -46.0% | +701.3% | +442.1% |
| All | +655.3% | -45.0% | +700.3% | +442.1% |
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