+162.2%
W vs BBWI
-58.2%
+220.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.4% | +3.0% |
| 7D | +5.9% | -4.4% | +10.3% | +7.9% |
| 30D | -3.0% | -7.4% | +4.3% | -0.8% |
| 3M | +40.3% | -2.2% | +42.6% | +40.3% |
| 6M | +32.2% | -16.3% | +48.5% | +38.7% |
| YTD | -0.3% | -9.1% | +8.8% | +0.1% |
| 1Y | +16.2% | -34.5% | +50.7% | +30.8% |
| 3Y | +40.7% | -47.0% | +87.7% | +75.8% |
| 5Y | -62.3% | -68.8% | +6.5% | -43.5% |
| 10Y | +162.2% | -57.4% | +219.6% | +149.9% |
| All | +162.2% | -58.2% | +220.5% | +149.9% |
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