+336.3%
WBD vs BBWI
+156.5%
+179.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -6.6% | +20.3% | +15.7% |
| 7D | +13.8% | -6.6% | +20.3% | +15.7% |
| 30D | +13.8% | -6.6% | +20.3% | +15.7% |
| 3M | +13.8% | -6.6% | +20.3% | +15.7% |
| 6M | +13.3% | -3.9% | +17.2% | +13.7% |
| YTD | +7.4% | -10.4% | +17.8% | +8.3% |
| 1Y | +63.0% | -29.6% | +92.6% | +73.3% |
| 3Y | +206.7% | -41.0% | +247.8% | +229.5% |
| 5Y | +18.4% | -68.9% | +87.2% | +48.4% |
| 10Y | +11.8% | -57.4% | +69.2% | +6.9% |
| All | +336.3% | +156.5% | +179.7% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling