+137.7%
BBWI vs BR
+1,321.0%
-1,183.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +4.8% |
| 7D | +1.5% | -5.3% | +6.8% | +4.6% |
| 30D | -5.2% | +6.4% | -11.6% | -9.0% |
| 3M | +11.1% | +13.6% | -2.5% | +2.1% |
| 6M | -13.4% | -6.7% | -6.7% | -11.7% |
| YTD | +0.1% | -21.1% | +21.2% | +12.1% |
| 1Y | -36.1% | -29.6% | -6.6% | -23.7% |
| 3Y | -44.1% | -2.4% | -41.7% | -45.7% |
| 5Y | -66.2% | +11.2% | -77.5% | -70.1% |
| 10Y | -54.8% | +191.8% | -246.5% | -77.8% |
| All | +137.7% | +1,321.0% | -1,183.3% | -56.6% |
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 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