+641.7%
AMZN vs BBWI
-47.4%
+689.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.0% | +12.9% | -7.9% | +3.0% |
| 3M | +0.6% | +16.0% | -15.4% | -2.1% |
| 6M | -1.3% | +16.6% | -17.9% | -4.2% |
| YTD | +15.5% | +9.7% | +5.8% | +12.2% |
| 1Y | +12.2% | +1.5% | +10.7% | +9.5% |
| 3Y | +87.0% | -21.4% | +108.4% | +84.8% |
| 5Y | +51.3% | -67.6% | +118.8% | +60.1% |
| All | +641.7% | -47.4% | +689.1% | +608.8% |
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