-42.5%
BBWI vs BWA
+75.7%
-118.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +1.6% |
| 7D | +1.5% | +5.7% | -4.2% | -0.9% |
| 30D | -5.2% | +1.4% | -6.6% | -6.2% |
| 3M | +11.1% | -12.1% | +23.2% | +16.9% |
| 6M | -13.4% | +28.6% | -41.9% | -24.7% |
| YTD | +0.1% | +51.1% | -51.0% | -24.1% |
| 1Y | -36.1% | +55.9% | -92.0% | -52.6% |
| All | -42.5% | +75.7% | -118.2% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling