+148.0%
ADBE vs BBWI
-57.7%
+205.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -12.9% | -8.0% | -4.9% | -11.9% |
| 30D | -5.6% | -6.6% | +1.0% | -4.9% |
| 3M | +6.6% | -2.7% | +9.3% | +6.5% |
| 6M | -9.6% | -12.8% | +3.2% | -9.0% |
| YTD | -28.9% | -10.5% | -18.4% | -28.9% |
| 1Y | -28.9% | -35.3% | +6.4% | -26.1% |
| 3Y | -55.6% | -47.7% | -7.9% | -53.8% |
| 5Y | -62.2% | -68.9% | +6.6% | -58.8% |
| All | +148.0% | -57.7% | +205.7% | +142.6% |
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 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