+15,041.0%
WWD vs BBWI
+920.4%
+14,120.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.4% | -4.2% | +4.7% | +1.7% |
| 30D | -0.4% | +24.9% | -25.3% | -7.4% |
| 3M | -6.1% | +13.2% | -19.3% | -10.8% |
| 6M | -9.5% | +12.1% | -21.6% | -14.7% |
| YTD | +10.8% | +11.1% | -0.3% | +2.9% |
| 1Y | +23.5% | +0.7% | +22.8% | +16.2% |
| 3Y | +151.3% | -23.8% | +175.0% | +139.3% |
| 5Y | +187.8% | -66.9% | +254.8% | +237.3% |
| 10Y | +461.1% | -45.3% | +506.4% | +344.8% |
| All | +15,041.0% | +920.4% | +14,120.6% | +5,061.8% |
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