+633.9%
WDC vs BBWI
-45.1%
+679.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -16.7% | -4.2% | -12.5% | -15.6% |
| 30D | -27.2% | +24.9% | -52.1% | -31.5% |
| 3M | -34.0% | +13.2% | -47.2% | -36.7% |
| 6M | -39.7% | +12.1% | -51.8% | -42.7% |
| YTD | +68.1% | +11.1% | +57.0% | +58.0% |
| 1Y | +66.3% | +0.7% | +65.6% | +59.2% |
| 3Y | +754.4% | -23.8% | +778.2% | +742.3% |
| 5Y | +595.8% | -66.9% | +662.7% | +714.0% |
| All | +633.9% | -45.1% | +679.1% | +459.7% |
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