-61.5%
ADBE vs BBWI
-68.8%
+7.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.3% |
| 7D | -8.9% | -4.4% | -4.5% | -8.2% |
| 30D | -6.6% | -7.4% | +0.8% | -5.5% |
| 3M | +7.1% | -2.2% | +9.4% | +6.8% |
| 6M | -9.8% | -16.3% | +6.5% | -8.2% |
| YTD | -27.2% | -9.1% | -18.0% | -27.5% |
| 1Y | -28.0% | -34.5% | +6.5% | -23.8% |
| 3Y | -54.5% | -47.0% | -7.6% | -52.5% |
| 5Y | -61.5% | -68.8% | +7.4% | -49.3% |
| All | -61.5% | -68.8% | +7.3% | -49.3% |
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