+11,931.6%
WDC vs BBWI
+1,163.2%
+10,768.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | -3.2% | -7.7% | +4.5% | -0.4% |
| 30D | -19.0% | +24.8% | -43.8% | -24.8% |
| 3M | -28.4% | +16.2% | -44.7% | -32.6% |
| 6M | -39.2% | +15.8% | -55.0% | -43.5% |
| YTD | +82.1% | +11.4% | +70.6% | +68.4% |
| 1Y | +84.7% | +3.2% | +81.5% | +73.2% |
| 3Y | +825.6% | -23.5% | +849.2% | +802.7% |
| 5Y | +608.2% | -67.4% | +675.6% | +762.6% |
| 10Y | +695.1% | -46.0% | +741.1% | +557.2% |
| All | +11,931.6% | +1,163.2% | +10,768.4% | +2,633.8% |
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