-30.8%
BBWI vs ALC
-12.7%
-18.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.7% |
| 7D | +1.6% | -3.7% | +5.2% | +2.3% |
| 30D | -6.2% | -3.7% | -2.5% | -5.5% |
| 3M | +4.3% | +4.6% | -0.2% | +3.6% |
| 6M | -7.2% | -14.6% | +7.4% | -3.1% |
| YTD | -3.0% | -11.9% | +8.8% | +0.5% |
| 1Y | -30.8% | -13.1% | -17.6% | -28.6% |
| All | -30.8% | -12.7% | -18.0% | -28.6% |
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 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