+261.5%
RF vs BBWI
-41.3%
+302.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | -0.1% | -6.2% | +6.0% | +1.5% |
| 30D | +7.0% | +25.5% | -18.5% | +0.3% |
| 3M | -7.0% | +8.0% | -15.0% | -10.0% |
| 6M | +6.8% | +12.7% | -5.9% | +1.2% |
| YTD | +9.9% | +11.6% | -1.7% | +2.8% |
| 1Y | +21.1% | -0.9% | +22.0% | +15.3% |
| 3Y | +119.6% | -22.7% | +142.3% | +113.5% |
| 5Y | +46.2% | -67.2% | +113.4% | +74.2% |
| 10Y | +261.5% | -43.7% | +305.2% | +183.8% |
| All | +261.5% | -41.3% | +302.8% | +183.8% |
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