+103.9%
UL vs BBWI
-45.0%
+148.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -1.7% | -7.7% | +6.0% | -1.2% |
| 30D | +4.5% | +24.8% | -20.3% | +3.1% |
| 3M | +5.5% | +16.2% | -10.8% | +4.3% |
| 6M | +17.0% | +15.8% | +1.2% | +15.5% |
| YTD | +3.2% | +11.4% | -8.3% | +1.8% |
| 1Y | -1.9% | +3.2% | -5.1% | -3.0% |
| 3Y | +33.6% | -23.5% | +57.1% | +32.3% |
| 5Y | +31.5% | -67.4% | +98.9% | +35.5% |
| 10Y | +103.9% | -46.0% | +149.9% | +79.0% |
| All | +103.9% | -45.0% | +148.9% | +79.0% |
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