+318.5%
TPR vs BBWI
-54.1%
+372.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | -2.3% | +1.5% | -3.8% | -3.0% |
| 30D | -23.0% | -5.2% | -17.8% | -21.9% |
| 3M | -12.5% | +11.1% | -23.6% | -17.8% |
| 6M | -21.4% | -13.4% | -8.1% | -19.6% |
| YTD | -3.5% | +0.1% | -3.6% | -8.1% |
| 1Y | +17.4% | -36.1% | +53.5% | +32.2% |
| 3Y | +291.3% | -44.1% | +335.3% | +338.0% |
| 5Y | +241.9% | -66.2% | +308.1% | +356.6% |
| All | +318.5% | -54.1% | +372.6% | +221.4% |
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