+4.1%
BBWI vs BWA
+17.4%
-13.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.5% |
| 7D | +8.8% | -9.9% | +18.7% | +10.7% |
| 30D | +34.8% | -16.4% | +51.2% | +39.1% |
| 3M | +12.9% | -19.8% | +32.8% | +17.3% |
| 6M | +29.6% | -10.0% | +39.5% | +30.8% |
| YTD | +20.8% | +12.7% | +8.0% | +2.0% |
| 1Y | +4.1% | +15.7% | -11.6% | -13.6% |
| All | +4.1% | +17.4% | -13.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling