-36.1%
BBWI vs ALC
-10.2%
-26.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.2% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | -5.2% | -0.1% | -5.1% | -5.2% |
| 3M | +11.1% | +5.9% | +5.2% | +10.0% |
| 6M | -13.4% | -15.9% | +2.6% | -9.8% |
| YTD | +0.1% | -10.1% | +10.2% | +3.0% |
| 1Y | -36.1% | -10.2% | -25.9% | -36.1% |
| All | -36.1% | -10.2% | -26.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling