+1,057.8%
TER vs BBWI
-48.2%
+1,106.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | +24.0% | -4.5% | +28.5% | +25.4% |
| 30D | -30.6% | +17.1% | -47.8% | -33.7% |
| 3M | -34.5% | +17.5% | -52.0% | -37.9% |
| 6M | -26.4% | +12.8% | -39.2% | -30.2% |
| YTD | +36.4% | +8.2% | +28.3% | +29.5% |
| 1Y | +47.4% | -1.8% | +49.2% | +42.0% |
| 3Y | +202.6% | -25.8% | +228.3% | +203.7% |
| 5Y | +83.9% | -68.0% | +151.9% | +114.3% |
| All | +1,057.8% | -48.2% | +1,106.0% | +860.2% |
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