-26.3%
U vs BBWI
+1.2%
-27.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +24.4% | -4.2% | +28.6% | +25.8% |
| 30D | +7.4% | +24.9% | -17.5% | -2.8% |
| 3M | +16.8% | +13.2% | +3.6% | +8.9% |
| 6M | +78.8% | +12.1% | +66.7% | +64.3% |
| YTD | +14.0% | +11.1% | +2.9% | +1.6% |
| 1Y | +16.7% | +0.7% | +16.0% | +6.2% |
| 3Y | +86.4% | -23.8% | +110.1% | +75.4% |
| 5Y | -71.5% | -66.9% | -4.5% | -65.4% |
| All | -26.3% | +1.2% | -27.5% | -25.7% |
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