-68.9%
BBWI vs BR
+7.7%
-76.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -8.0% | -6.0% | -2.0% | -5.2% |
| 30D | -6.6% | -0.9% | -5.8% | -6.5% |
| 3M | -2.7% | +16.4% | -19.1% | -11.1% |
| 6M | -12.8% | -8.2% | -4.6% | -9.3% |
| YTD | -10.5% | -23.2% | +12.7% | +3.1% |
| 1Y | -35.3% | -30.9% | -4.4% | -20.5% |
| 3Y | -47.7% | -5.0% | -42.7% | -48.8% |
| 5Y | -68.9% | +8.8% | -77.6% | -74.8% |
| All | -68.9% | +7.7% | -76.6% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling