+217.0%
W vs BBWI
-44.4%
+261.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +1.1% | -4.2% | +5.3% | +3.3% |
| 30D | +6.4% | +24.9% | -18.4% | -3.6% |
| 3M | +9.0% | +13.2% | -4.2% | +1.4% |
| 6M | +69.8% | +12.1% | +57.7% | +58.1% |
| YTD | +12.1% | +11.1% | +1.0% | +2.2% |
| 1Y | 0.0% | +0.7% | -0.7% | -7.4% |
| 3Y | +160.3% | -23.8% | +184.1% | +175.6% |
| 5Y | -53.3% | -66.9% | +13.6% | -33.6% |
| 10Y | +217.0% | -45.3% | +262.3% | +165.1% |
| All | +217.0% | -44.4% | +261.4% | +165.1% |
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