+4.7%
WY vs BBWI
-55.0%
+59.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.3% |
| 7D | -4.2% | -4.8% | +0.6% | -3.1% |
| 30D | -10.1% | +3.5% | -13.6% | -11.4% |
| 3M | -8.5% | -0.3% | -8.2% | -9.4% |
| 6M | -3.3% | -5.4% | +2.0% | -4.0% |
| YTD | -4.4% | -4.7% | +0.3% | -6.1% |
| 1Y | -11.5% | -30.5% | +19.0% | -6.9% |
| 3Y | -24.3% | -44.3% | +20.0% | -19.8% |
| 5Y | -21.3% | -66.9% | +45.6% | -8.0% |
| All | +4.7% | -55.0% | +59.7% | -19.5% |
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