+17,845.4%
WDC vs BBWI
+1,034.6%
+16,810.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.0% | +5.0% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | -10.0% | -5.2% | -4.8% | -8.9% |
| 3M | -18.8% | +11.1% | -29.9% | -22.6% |
| 6M | +79.0% | -13.4% | +92.4% | +81.7% |
| YTD | +171.6% | +0.1% | +171.5% | +161.7% |
| 1Y | +417.4% | -36.1% | +453.5% | +465.6% |
| 3Y | +1,251.8% | -44.1% | +1,295.9% | +1,360.7% |
| 5Y | +911.7% | -66.2% | +977.9% | +1,124.7% |
| 10Y | +1,399.6% | -54.8% | +1,454.4% | +1,222.2% |
| All | +17,845.4% | +1,034.6% | +16,810.7% | +4,147.3% |
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