+272.5%
RF vs BBWI
-43.7%
+316.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.5% |
| 7D | -0.9% | -6.2% | +5.3% | +0.8% |
| 30D | +6.0% | +19.9% | -13.9% | +0.6% |
| 3M | -8.9% | +7.1% | -16.0% | -11.6% |
| 6M | +2.3% | +13.7% | -11.3% | -3.3% |
| YTD | +7.6% | +9.6% | -2.0% | +1.1% |
| 1Y | +21.2% | -1.6% | +22.8% | +15.6% |
| 3Y | +108.5% | -25.9% | +134.4% | +105.2% |
| 5Y | +43.2% | -67.8% | +111.0% | +71.6% |
| All | +272.5% | -43.7% | +316.2% | +192.1% |
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