+349.9%
BBWI vs BG
+1,131.5%
-781.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | +1.5% | +2.8% | -1.3% | +0.5% |
| 30D | -5.2% | +12.0% | -17.2% | -8.8% |
| 3M | +11.1% | -7.7% | +18.8% | +13.0% |
| 6M | -13.4% | +4.5% | -17.9% | -16.2% |
| YTD | +0.1% | +35.7% | -35.6% | -11.3% |
| 1Y | -36.1% | +50.1% | -86.2% | -45.6% |
| 3Y | -44.1% | +12.6% | -56.7% | -48.5% |
| 5Y | -66.2% | +75.4% | -141.7% | -73.8% |
| 10Y | -54.8% | +150.5% | -205.2% | -69.7% |
| All | +349.9% | +1,131.5% | -781.6% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling