+160.6%
BBWI vs BR
+1,481.8%
-1,321.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +0.1% | +1.1% | -0.9% | -0.5% |
| 30D | +12.9% | +14.4% | -1.5% | +4.6% |
| 3M | +16.0% | +12.4% | +3.6% | +8.1% |
| 6M | +16.6% | +35.4% | -18.8% | -3.8% |
| YTD | +9.7% | -12.2% | +21.9% | +15.5% |
| 1Y | +1.5% | -12.7% | +14.2% | +7.0% |
| 3Y | -21.4% | +14.3% | -35.6% | -30.4% |
| 5Y | -67.6% | +19.3% | -86.8% | -72.3% |
| 10Y | -46.8% | +278.1% | -324.9% | -77.4% |
| All | +160.6% | +1,481.8% | -1,321.2% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling