-44.9%
S vs BBWI
-57.2%
+12.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.4% | -4.2% | +5.6% | +3.0% |
| 30D | -10.8% | +24.9% | -35.7% | -17.8% |
| 3M | +5.4% | +13.2% | -7.8% | -0.7% |
| 6M | +41.2% | +12.1% | +29.1% | +31.3% |
| YTD | +56.2% | +11.1% | +45.1% | +42.3% |
| 1Y | +36.3% | +0.7% | +35.6% | +26.6% |
| 3Y | +49.4% | -23.8% | +73.2% | +39.8% |
| 5Y | -66.9% | -66.9% | +0.1% | -49.2% |
| All | -44.9% | -57.2% | +12.3% | -17.1% |
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