+995.4%
TER vs BBWI
-47.4%
+1,042.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +14.4% | +0.1% | +14.2% | +14.3% |
| 30D | -30.6% | +12.9% | -43.4% | -32.9% |
| 3M | -39.2% | +16.0% | -55.2% | -42.2% |
| 6M | -31.3% | +16.6% | -47.9% | -35.4% |
| YTD | +29.1% | +9.7% | +19.3% | +22.1% |
| 1Y | +47.4% | +1.5% | +45.9% | +40.8% |
| 3Y | +191.2% | -21.4% | +212.6% | +188.3% |
| 5Y | +74.0% | -67.6% | +141.5% | +102.0% |
| All | +995.4% | -47.4% | +1,042.9% | +805.1% |
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