+45.2%
PL vs BBWI
-54.5%
+99.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.9% | +12.6% | +14.0% |
| 7D | +10.9% | -6.2% | +17.0% | +12.9% |
| 30D | -16.4% | +25.5% | -41.8% | -22.2% |
| 3M | -39.9% | +8.0% | -47.9% | -42.2% |
| 6M | -63.2% | +12.7% | -75.9% | -65.3% |
| YTD | -27.1% | +11.6% | -38.8% | -32.9% |
| 1Y | +12.2% | -0.9% | +13.1% | +6.0% |
| 3Y | +584.3% | -22.7% | +607.0% | +589.5% |
| 5Y | +37.0% | -67.2% | +104.2% | +63.1% |
| All | +45.2% | -54.5% | +99.7% | +72.5% |
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