-54.3%
S vs BBWI
-62.6%
+8.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.1% |
| 7D | -5.8% | +1.6% | -7.4% | -6.4% |
| 30D | -9.2% | -6.2% | -3.0% | -7.5% |
| 3M | +23.4% | +4.3% | +19.0% | +20.1% |
| 6M | +36.9% | -7.2% | +44.1% | +36.2% |
| YTD | +29.5% | -3.0% | +32.6% | +25.3% |
| 1Y | +5.4% | -30.8% | +36.2% | +14.8% |
| 3Y | +14.7% | -43.4% | +58.1% | +23.5% |
| 5Y | -71.5% | -66.7% | -4.8% | -55.9% |
| All | -54.3% | -62.6% | +8.3% | -27.0% |
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