-67.0%
BBWI vs BG
+81.8%
-148.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.2% | +6.8% |
| 7D | -4.8% | +3.1% | -7.9% | -5.5% |
| 30D | +3.5% | +10.2% | -6.7% | +1.1% |
| 3M | -0.3% | -1.7% | +1.4% | -0.3% |
| 6M | -5.4% | +1.0% | -6.4% | -6.7% |
| YTD | -4.7% | +39.9% | -44.6% | -15.2% |
| 1Y | -30.5% | +53.2% | -83.7% | -40.1% |
| 3Y | -44.3% | +16.3% | -60.6% | -48.8% |
| All | -67.0% | +81.8% | -148.8% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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