+68.4%
T vs BBWI
-58.2%
+126.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -1.2% |
| 7D | -3.1% | -4.4% | +1.3% | -2.7% |
| 30D | +4.6% | -7.4% | +12.0% | +5.1% |
| 3M | +12.2% | -2.2% | +14.5% | +12.1% |
| 6M | -6.5% | -16.3% | +9.9% | -5.7% |
| YTD | +4.9% | -9.1% | +14.0% | +4.7% |
| 1Y | -10.5% | -34.5% | +24.0% | -8.5% |
| 3Y | +104.6% | -47.0% | +151.5% | +108.0% |
| 5Y | +64.2% | -68.8% | +133.0% | +73.3% |
| 10Y | +68.4% | -57.4% | +125.8% | +49.4% |
| All | +68.4% | -58.2% | +126.7% | +49.4% |
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