+789.8%
BBWI vs BWA
+3,492.4%
-2,702.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +1.6% |
| 7D | +1.5% | +5.7% | -4.2% | -1.1% |
| 30D | -5.2% | +1.4% | -6.6% | -6.2% |
| 3M | +11.1% | -12.1% | +23.2% | +16.6% |
| 6M | -13.4% | +28.6% | -41.9% | -24.3% |
| YTD | +0.1% | +51.1% | -51.0% | -20.9% |
| 1Y | -36.1% | +55.9% | -92.0% | -50.2% |
| 3Y | -44.1% | +70.1% | -114.2% | -58.7% |
| 5Y | -66.2% | +90.7% | -156.9% | -76.6% |
| 10Y | -54.8% | +154.0% | -208.7% | -73.4% |
| All | +789.8% | +3,492.4% | -2,702.6% | +92.2% |
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 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