-21.4%
BBWI vs BR
+14.9%
-36.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +0.1% | +1.1% | -0.9% | -0.2% |
| 30D | +12.9% | +14.4% | -1.5% | +7.7% |
| 3M | +16.0% | +12.4% | +3.6% | +11.0% |
| 6M | +16.6% | +35.4% | -18.8% | +3.2% |
| YTD | +9.7% | -12.2% | +21.9% | +18.0% |
| 1Y | +1.5% | -12.7% | +14.2% | +9.3% |
| 3Y | -21.4% | +14.3% | -35.6% | -14.6% |
| All | -21.4% | +14.9% | -36.3% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling