+24.5%
Q vs BBWI
-16.8%
+41.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.7% |
| 7D | +1.2% | +0.1% | +1.0% | +1.2% |
| 30D | -2.7% | +12.9% | -15.6% | -4.3% |
| 3M | -16.9% | +16.0% | -32.9% | -19.0% |
| 6M | -26.9% | +16.6% | -43.5% | -29.5% |
| YTD | +45.2% | +9.7% | +35.5% | +41.8% |
| 1Y | +38.1% | +1.5% | +36.6% | +33.8% |
| All | +24.5% | -16.8% | +41.4% | +23.6% |
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