-67.0%
BBWI vs BRKR
-39.7%
-27.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.7% | +6.5% |
| 7D | -4.8% | -8.7% | +3.8% | -1.9% |
| 30D | +3.5% | -9.9% | +13.3% | +6.8% |
| 3M | -0.3% | -3.1% | +2.8% | -2.1% |
| 6M | -5.4% | +45.5% | -50.9% | -21.5% |
| YTD | -4.7% | +13.7% | -18.4% | -14.0% |
| 1Y | -30.5% | +67.4% | -97.9% | -47.5% |
| 3Y | -44.3% | -13.2% | -31.1% | -48.2% |
| All | -67.0% | -39.7% | -27.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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