+310.1%
RL vs BBWI
-56.0%
+366.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.4% |
| 30D | -12.2% | -6.2% | -6.0% | -10.9% |
| 3M | -6.6% | +4.3% | -11.0% | -8.9% |
| 6M | +3.2% | -7.2% | +10.3% | +3.0% |
| YTD | -1.3% | -3.0% | +1.7% | -3.3% |
| 1Y | +13.6% | -30.8% | +44.3% | +21.6% |
| 3Y | +210.9% | -43.4% | +254.3% | +240.0% |
| 5Y | +246.9% | -66.7% | +313.6% | +331.6% |
| 10Y | +310.1% | -55.7% | +365.8% | +286.2% |
| All | +310.1% | -56.0% | +366.0% | +286.2% |
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