+295.5%
SPGI vs BBWI
-56.0%
+351.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.7% |
| 7D | -2.5% | +1.6% | -4.0% | -2.7% |
| 30D | +5.4% | -6.2% | +11.6% | +6.2% |
| 3M | +9.0% | +4.3% | +4.7% | +7.9% |
| 6M | +0.8% | -7.2% | +7.9% | +0.7% |
| YTD | -12.6% | -3.0% | -9.5% | -13.4% |
| 1Y | -16.1% | -30.8% | +14.6% | -13.4% |
| 3Y | +19.0% | -43.4% | +62.4% | +22.7% |
| 5Y | +5.1% | -66.7% | +71.8% | +14.2% |
| 10Y | +295.5% | -55.7% | +351.1% | +241.0% |
| All | +295.5% | -56.0% | +351.4% | +241.0% |
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