+437.9%
WWD vs BBWI
-47.4%
+485.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | +0.4% | +12.9% | -12.5% | -2.9% |
| 3M | -7.9% | +16.0% | -23.9% | -12.1% |
| 6M | -10.6% | +16.6% | -27.3% | -15.5% |
| YTD | +9.4% | +9.7% | -0.3% | +3.5% |
| 1Y | +25.7% | +1.5% | +24.3% | +19.8% |
| 3Y | +148.5% | -21.4% | +169.9% | +137.5% |
| 5Y | +189.5% | -67.6% | +257.1% | +237.0% |
| All | +437.9% | -47.4% | +485.3% | +272.3% |
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 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