+389.7%
TPR vs BBWI
-41.3%
+431.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.7% |
| 7D | +12.7% | -6.2% | +18.8% | +15.3% |
| 30D | +17.1% | +25.5% | -8.4% | +5.9% |
| 3M | -15.9% | +8.0% | -23.9% | -20.1% |
| 6M | +2.6% | +12.7% | -10.1% | -5.8% |
| YTD | +7.5% | +11.6% | -4.1% | -3.3% |
| 1Y | +32.9% | -0.9% | +33.8% | +22.8% |
| 3Y | +413.8% | -22.7% | +436.5% | +395.0% |
| 5Y | +263.9% | -67.2% | +331.0% | +389.1% |
| 10Y | +389.7% | -43.7% | +433.4% | +255.0% |
| All | +389.7% | -41.3% | +431.0% | +255.0% |
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