+12.0%
WBD vs BBWI
-57.7%
+69.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | -0.6% | -8.0% | +7.4% | +1.3% |
| 30D | +4.2% | -6.6% | +10.8% | +5.4% |
| 3M | +7.5% | -2.7% | +10.2% | +6.9% |
| 6M | +1.6% | -12.8% | +14.4% | +2.5% |
| YTD | -2.2% | -10.5% | +8.3% | -2.8% |
| 1Y | +124.9% | -35.3% | +160.2% | +138.7% |
| 3Y | +149.1% | -47.7% | +196.9% | +169.9% |
| 5Y | +7.8% | -68.9% | +76.7% | +27.2% |
| All | +12.0% | -57.7% | +69.7% | +9.2% |
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