+45.8%
AMZN vs BBWI
-66.8%
+112.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.4% |
| 30D | -6.4% | -6.2% | -0.2% | -5.3% |
| 3M | +4.8% | +4.3% | +0.5% | +3.0% |
| 6M | +20.5% | -7.2% | +27.7% | +20.6% |
| YTD | +11.3% | -3.0% | +14.4% | +9.5% |
| 1Y | +9.0% | -30.8% | +39.7% | +15.3% |
| 3Y | +85.9% | -43.4% | +129.3% | +94.9% |
| 5Y | +45.8% | -66.7% | +112.5% | +84.0% |
| All | +45.8% | -66.8% | +112.6% | +84.0% |
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