-30.8%
BBWI vs COO
-2.5%
-28.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.9% |
| 7D | +1.6% | -2.3% | +3.9% | +2.6% |
| 30D | -6.2% | -8.8% | +2.6% | -2.1% |
| 3M | +4.3% | +1.3% | +3.0% | +4.1% |
| 6M | -7.2% | -11.6% | +4.4% | -0.1% |
| YTD | -3.0% | -17.4% | +14.4% | +7.8% |
| 1Y | -30.8% | -1.6% | -29.2% | -29.0% |
| All | -30.8% | -2.5% | -28.3% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling