+192.5%
WWD vs BBWI
-66.8%
+259.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -6.4% | -6.2% | -0.2% | -5.5% |
| 3M | -5.6% | +4.3% | -10.0% | -6.9% |
| 6M | -9.1% | -7.2% | -1.9% | -8.9% |
| YTD | +12.5% | -3.0% | +15.5% | +11.2% |
| 1Y | +41.3% | -30.8% | +72.1% | +47.4% |
| 3Y | +170.2% | -43.4% | +213.6% | +179.1% |
| 5Y | +192.5% | -66.7% | +259.2% | +238.8% |
| All | +192.5% | -66.8% | +259.3% | +238.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling