+363.5%
SE vs BBWI
-17.3%
+380.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -20.9% | +12.9% | -33.8% | -23.4% |
| 3M | -38.9% | +16.0% | -54.9% | -41.7% |
| 6M | -19.4% | +16.6% | -36.0% | -24.1% |
| YTD | -40.9% | +9.7% | -50.7% | -44.4% |
| 1Y | -46.2% | +1.5% | -47.7% | -48.9% |
| 3Y | +63.7% | -21.4% | +85.1% | +57.3% |
| 5Y | -77.9% | -67.6% | -10.4% | -74.6% |
| All | +363.5% | -17.3% | +380.7% | +302.1% |
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