+40.4%
PL vs BBWI
-55.9%
+96.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -2.2% |
| 7D | +22.3% | -4.5% | +26.8% | +23.9% |
| 30D | -8.3% | +17.1% | -25.4% | -12.9% |
| 3M | -43.3% | +17.5% | -60.7% | -46.8% |
| 6M | -65.8% | +12.8% | -78.6% | -67.8% |
| YTD | -29.5% | +8.2% | -37.7% | -34.5% |
| 1Y | +11.7% | -1.8% | +13.5% | +5.8% |
| 3Y | +540.6% | -25.8% | +566.3% | +553.2% |
| 5Y | +32.9% | -68.0% | +100.9% | +59.6% |
| All | +40.4% | -55.9% | +96.3% | +68.4% |
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