+334.3%
SPGI vs BBWI
-41.3%
+375.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -0.9% | -6.2% | +5.3% | +0.1% |
| 30D | +15.5% | +25.5% | -10.0% | +11.6% |
| 3M | +15.7% | +8.0% | +7.7% | +13.8% |
| 6M | +19.1% | +12.7% | +6.4% | +15.8% |
| YTD | -4.1% | +11.6% | -15.7% | -7.1% |
| 1Y | +1.2% | -0.9% | +2.1% | -1.1% |
| 3Y | +31.6% | -22.7% | +54.3% | +29.1% |
| 5Y | +12.4% | -67.2% | +79.6% | +22.4% |
| 10Y | +334.3% | -43.7% | +378.0% | +249.2% |
| All | +334.3% | -41.3% | +375.6% | +249.2% |
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