-5.9%
RMD vs BBWI
-67.1%
+61.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +1.2% | -6.2% | +7.4% | +2.0% |
| 30D | +2.5% | +25.5% | -23.0% | -0.5% |
| 3M | +11.5% | +8.0% | +3.6% | +10.0% |
| 6M | +14.7% | +12.7% | +2.0% | +12.0% |
| YTD | -1.3% | +11.6% | -13.0% | -4.2% |
| 1Y | -5.3% | -0.9% | -4.4% | -7.1% |
| 3Y | +68.8% | -22.7% | +91.4% | +65.9% |
| 5Y | -5.9% | -67.2% | +61.3% | +10.6% |
| All | -5.9% | -67.1% | +61.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling