-46.9%
BBWI vs BR
-5.1%
-41.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.2% |
| 7D | -4.4% | -5.0% | +0.6% | -2.8% |
| 30D | -7.4% | -2.5% | -4.9% | -6.8% |
| 3M | -2.2% | +13.5% | -15.7% | -7.4% |
| 6M | -16.3% | -9.4% | -6.9% | -12.6% |
| YTD | -9.1% | -23.3% | +14.1% | +2.8% |
| 1Y | -34.5% | -31.6% | -2.9% | -21.2% |
| All | -46.9% | -5.1% | -41.8% | -48.5% |
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