+373.0%
RL vs BBWI
-41.3%
+414.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +4.0% | +5.2% |
| 7D | +0.2% | -6.2% | +6.4% | +2.4% |
| 30D | +7.3% | +25.5% | -18.2% | -0.1% |
| 3M | +1.0% | +8.0% | -6.9% | -2.3% |
| 6M | +11.8% | +12.7% | -0.9% | +5.4% |
| YTD | +13.6% | +11.6% | +2.0% | +5.9% |
| 1Y | +24.0% | -0.9% | +24.9% | +17.9% |
| 3Y | +256.6% | -22.7% | +279.3% | +252.3% |
| 5Y | +240.2% | -67.2% | +307.4% | +322.2% |
| 10Y | +373.0% | -43.7% | +416.7% | +323.7% |
| All | +373.0% | -41.3% | +414.3% | +323.7% |
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