+62.5%
T vs BBWI
-47.4%
+109.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -3.8% | +12.9% | -16.7% | -4.8% |
| 3M | -8.7% | +16.0% | -24.7% | -10.1% |
| 6M | -8.1% | +16.6% | -24.7% | -9.8% |
| YTD | -6.4% | +9.7% | -16.2% | -8.2% |
| 1Y | -9.8% | +1.5% | -11.2% | -11.2% |
| 3Y | +65.5% | -21.4% | +86.8% | +61.9% |
| 5Y | +57.0% | -67.6% | +124.5% | +66.0% |
| All | +62.5% | -47.4% | +109.9% | +42.6% |
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