+358.4%
BBWI vs BB
+258.8%
+99.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.5% | -5.6% | +7.1% | +2.3% |
| 30D | -5.2% | -11.8% | +6.6% | -3.8% |
| 3M | +11.1% | -25.5% | +36.6% | +14.4% |
| 6M | -13.4% | +121.3% | -134.6% | -23.7% |
| YTD | +0.1% | +103.2% | -103.1% | -10.8% |
| 1Y | -36.1% | +102.6% | -138.8% | -43.3% |
| 3Y | -44.1% | +37.5% | -81.6% | -49.5% |
| 5Y | -66.2% | -30.4% | -35.8% | -67.5% |
| 10Y | -54.8% | 0.0% | -54.8% | -63.7% |
| All | +358.4% | +258.8% | +99.6% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling