-19.8%
WY vs BBWI
-68.8%
+49.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.8% |
| 7D | -1.7% | -4.4% | +2.7% | -0.8% |
| 30D | -9.9% | -7.4% | -2.5% | -8.8% |
| 3M | -7.5% | -2.2% | -5.3% | -7.8% |
| 6M | -5.1% | -16.3% | +11.2% | -3.1% |
| YTD | -2.1% | -9.1% | +7.0% | -2.4% |
| 1Y | -7.3% | -34.5% | +27.2% | -1.7% |
| 3Y | -22.6% | -47.0% | +24.3% | -17.7% |
| 5Y | -19.8% | -68.8% | +49.1% | -5.1% |
| All | -19.8% | -68.8% | +49.0% | -5.1% |
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