-21.4%
BBWI vs COO
-24.0%
+2.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.1% |
| 7D | +0.1% | +0.5% | -0.3% | -0.1% |
| 30D | +12.9% | +14.2% | -1.3% | +5.9% |
| 3M | +16.0% | -18.2% | +34.2% | +27.8% |
| 6M | +16.6% | +5.3% | +11.3% | +12.2% |
| YTD | +9.7% | -23.6% | +33.3% | +25.4% |
| 1Y | +1.5% | -12.7% | +14.2% | +7.8% |
| 3Y | -21.4% | -24.2% | +2.8% | -16.8% |
| All | -21.4% | -24.0% | +2.7% | -16.8% |
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