+250.1%
SPOT vs BBWI
-25.0%
+275.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | -6.9% | -8.0% | +1.2% | -5.7% |
| 30D | +4.1% | -6.6% | +10.8% | +5.0% |
| 3M | +3.7% | -2.7% | +6.4% | +3.4% |
| 6M | -1.6% | -12.8% | +11.2% | -1.0% |
| YTD | -10.2% | -10.5% | +0.3% | -10.5% |
| 1Y | -25.9% | -35.3% | +9.4% | -22.9% |
| 3Y | +235.6% | -47.7% | +283.3% | +247.8% |
| 5Y | +110.6% | -68.9% | +179.5% | +129.5% |
| All | +250.1% | -25.0% | +275.2% | +190.8% |
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