+568.6%
SE vs BBWI
-31.5%
+600.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -2.5% |
| 7D | -3.6% | -4.4% | +0.8% | -2.6% |
| 30D | -5.3% | -7.4% | +2.1% | -4.2% |
| 3M | +28.1% | -2.2% | +30.3% | +27.2% |
| 6M | +20.7% | -16.3% | +37.0% | +23.2% |
| YTD | -14.8% | -9.1% | -5.6% | -15.6% |
| 1Y | -43.6% | -34.5% | -9.1% | -40.0% |
| 3Y | +184.2% | -47.0% | +231.2% | +203.5% |
| 5Y | -66.3% | -68.8% | +2.5% | -60.2% |
| All | +568.6% | -31.5% | +600.1% | +510.6% |
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 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