-43.7%
BBWI vs COO
+40.7%
-84.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.5% |
| 7D | -6.2% | +4.3% | -10.5% | -8.3% |
| 30D | +25.5% | +17.6% | +7.9% | +14.8% |
| 3M | +8.0% | -13.9% | +21.9% | +16.6% |
| 6M | +12.7% | +6.6% | +6.1% | +7.1% |
| YTD | +11.6% | -22.0% | +33.6% | +27.1% |
| 1Y | -0.9% | -8.8% | +7.9% | +2.7% |
| 3Y | -22.7% | -21.5% | -1.2% | -15.8% |
| 5Y | -67.2% | -41.0% | -26.2% | -58.6% |
| 10Y | -43.7% | +40.9% | -84.6% | -42.0% |
| All | -43.7% | +40.7% | -84.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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