-47.7%
BBWI vs BWA
+94.2%
-141.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.1% | +4.3% | -4.1% | -2.3% |
| 30D | +12.9% | -13.0% | +25.9% | +21.5% |
| 3M | +16.0% | -24.8% | +40.8% | +34.9% |
| 6M | +16.6% | -23.5% | +40.1% | +32.5% |
| YTD | +9.7% | +13.8% | -4.1% | -6.4% |
| 1Y | +1.5% | +13.4% | -11.9% | -12.9% |
| 3Y | -21.4% | +62.8% | -84.1% | -47.4% |
| 5Y | -67.6% | +28.5% | -96.0% | -75.8% |
| All | -47.7% | +94.2% | -141.9% | -73.1% |
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