+1,006.2%
TER vs BBWI
-44.4%
+1,050.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -8.9% | -4.2% | -4.6% | -7.8% |
| 30D | -39.1% | +24.9% | -63.9% | -42.6% |
| 3M | -32.8% | +13.2% | -46.0% | -35.8% |
| 6M | -31.7% | +12.1% | -43.8% | -35.2% |
| YTD | +26.9% | +11.1% | +15.9% | +19.7% |
| 1Y | +33.6% | +0.7% | +32.9% | +27.9% |
| 3Y | +181.5% | -23.8% | +205.3% | +180.7% |
| 5Y | +76.1% | -66.9% | +143.1% | +103.7% |
| 10Y | +1,006.2% | -45.3% | +1,051.5% | +820.4% |
| All | +1,006.2% | -44.4% | +1,050.6% | +820.4% |
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