+892.4%
BBWI vs BWA
+2,636.0%
-1,743.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -0.6% |
| 7D | -6.2% | -0.6% | -5.6% | -6.0% |
| 30D | +25.5% | -16.1% | +41.6% | +35.4% |
| 3M | +8.0% | -24.6% | +32.6% | +21.8% |
| 6M | +12.7% | -15.7% | +28.4% | +19.4% |
| YTD | +11.6% | +15.1% | -3.4% | -0.5% |
| 1Y | -0.9% | +15.9% | -16.8% | -11.7% |
| 3Y | -22.7% | +67.1% | -89.8% | -42.4% |
| 5Y | -67.2% | +34.7% | -101.9% | -73.4% |
| 10Y | -43.7% | +99.5% | -143.2% | -63.0% |
| All | +892.4% | +2,636.0% | -1,743.7% | +141.6% |
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