-25.9%
BBWI vs COO
-25.3%
-0.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.3% |
| 7D | -6.2% | +4.7% | -10.9% | -8.3% |
| 30D | +19.9% | +13.9% | +6.0% | +12.6% |
| 3M | +7.1% | -14.9% | +22.1% | +15.6% |
| 6M | +13.7% | +2.0% | +11.6% | +11.2% |
| YTD | +9.6% | -23.9% | +33.5% | +25.5% |
| 1Y | -1.6% | -9.6% | +8.0% | +2.6% |
| 3Y | -25.9% | -25.4% | -0.4% | -22.1% |
| All | -25.9% | -25.3% | -0.5% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling