+4.8%
BBWI vs ALC
+21.6%
-16.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -1.9% |
| 7D | +1.6% | -3.7% | +5.2% | +4.0% |
| 30D | -6.2% | -3.7% | -2.5% | -4.1% |
| 3M | +4.3% | +4.6% | -0.2% | +1.0% |
| 6M | -7.2% | -14.6% | +7.4% | +1.2% |
| YTD | -3.0% | -11.9% | +8.8% | +2.9% |
| 1Y | -30.8% | -13.1% | -17.6% | -26.2% |
| 3Y | -43.4% | -15.0% | -28.4% | -41.2% |
| 5Y | -66.7% | -16.2% | -50.5% | -65.9% |
| All | +4.8% | +21.6% | -16.8% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling