-38.4%
U vs BBWI
-18.4%
-20.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | 0.0% | -8.0% | +8.0% | +3.1% |
| 30D | -4.1% | -6.6% | +2.5% | -2.1% |
| 3M | +57.8% | -2.7% | +60.5% | +56.5% |
| 6M | +103.5% | -12.8% | +116.3% | +106.8% |
| YTD | -4.8% | -10.5% | +5.7% | -6.2% |
| 1Y | -2.4% | -35.3% | +33.0% | +8.6% |
| 3Y | +11.7% | -47.7% | +59.4% | +26.2% |
| 5Y | -68.9% | -68.9% | 0.0% | -58.7% |
| All | -38.4% | -18.4% | -20.0% | -31.4% |
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