-44.7%
S vs BBWI
-56.9%
+12.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.2% | +7.4% |
| 7D | +1.6% | -6.2% | +7.7% | +3.9% |
| 30D | -10.5% | +25.5% | -36.0% | -17.7% |
| 3M | +9.9% | +8.0% | +1.9% | +5.3% |
| 6M | +41.8% | +12.7% | +29.1% | +31.6% |
| YTD | +56.8% | +11.6% | +45.2% | +42.6% |
| 1Y | +39.0% | -0.9% | +39.9% | +30.1% |
| 3Y | +53.8% | -22.7% | +76.5% | +43.0% |
| 5Y | -68.6% | -67.2% | -1.4% | -51.7% |
| All | -44.7% | -56.9% | +12.3% | -16.9% |
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