-57.4%
BBWI vs BWA
+142.7%
-200.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -7.4% | -5.6% | -1.8% | -4.7% |
| 3M | -2.2% | -10.7% | +8.5% | +3.0% |
| 6M | -16.3% | +23.2% | -39.5% | -27.9% |
| YTD | -9.1% | +46.0% | -55.1% | -32.1% |
| 1Y | -34.5% | +51.2% | -85.7% | -52.1% |
| 3Y | -47.0% | +69.6% | -116.5% | -64.9% |
| 5Y | -68.8% | +86.6% | -155.4% | -81.2% |
| 10Y | -57.4% | +152.3% | -209.7% | -80.7% |
| All | -57.4% | +142.7% | -200.1% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling