+239.8%
RF vs BBWI
-44.4%
+284.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.3% | -4.2% | +4.6% | +1.5% |
| 30D | +6.2% | +24.9% | -18.7% | -0.3% |
| 3M | -7.8% | +13.2% | -21.1% | -11.9% |
| 6M | +5.9% | +12.1% | -6.2% | +0.6% |
| YTD | +9.0% | +11.1% | -2.0% | +2.1% |
| 1Y | +19.3% | +0.7% | +18.5% | +13.0% |
| 3Y | +116.4% | -23.8% | +140.2% | +111.3% |
| 5Y | +46.0% | -66.9% | +113.0% | +73.6% |
| 10Y | +239.8% | -45.3% | +285.1% | +167.1% |
| All | +239.8% | -44.4% | +284.2% | +167.1% |
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