+15,588.9%
WWD vs BBWI
+819.5%
+14,769.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.2% |
| 7D | +1.3% | +1.5% | -0.2% | +0.8% |
| 30D | -7.2% | -5.2% | -2.0% | -6.1% |
| 3M | -3.8% | +11.1% | -14.9% | -7.9% |
| 6M | -9.9% | -13.4% | +3.5% | -8.1% |
| YTD | +14.8% | +0.1% | +14.7% | +11.1% |
| 1Y | +42.1% | -36.1% | +78.2% | +54.7% |
| 3Y | +170.8% | -44.1% | +214.9% | +186.4% |
| 5Y | +197.5% | -66.2% | +263.8% | +247.1% |
| 10Y | +477.8% | -54.8% | +532.6% | +391.4% |
| All | +15,588.9% | +819.5% | +14,769.3% | +5,471.6% |
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