-56.2%
BBWI vs BR
+189.7%
-245.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.6% |
| 7D | -4.8% | -3.0% | -1.8% | -3.1% |
| 30D | +3.5% | -0.3% | +3.8% | +3.4% |
| 3M | -0.3% | +17.3% | -17.6% | -10.2% |
| 6M | -5.4% | -6.7% | +1.3% | -3.0% |
| YTD | -4.7% | -23.4% | +18.7% | +9.7% |
| 1Y | -30.5% | -32.7% | +2.2% | -13.3% |
| 3Y | -44.3% | -5.9% | -38.4% | -45.0% |
| 5Y | -66.9% | +8.4% | -75.3% | -70.8% |
| All | -56.2% | +189.7% | -245.9% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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