+890.6%
BBWI vs BWA
+2,626.5%
-1,735.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | -7.7% | +1.7% | -9.4% | -8.5% |
| 30D | +24.8% | -14.6% | +39.4% | +33.5% |
| 3M | +16.2% | -26.2% | +42.5% | +32.5% |
| 6M | +15.8% | -18.4% | +34.2% | +24.7% |
| YTD | +11.4% | +14.7% | -3.2% | -0.6% |
| 1Y | +3.2% | +13.3% | -10.1% | -7.1% |
| 3Y | -23.5% | +64.7% | -88.2% | -42.6% |
| 5Y | -67.4% | +32.2% | -99.6% | -73.4% |
| 10Y | -46.0% | +96.8% | -142.8% | -64.3% |
| All | +890.6% | +2,626.5% | -1,735.9% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling