-43.3%
BBWI vs COO
-23.4%
-19.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.6% |
| 7D | +1.5% | -2.2% | +3.7% | +2.7% |
| 30D | -5.2% | -7.0% | +1.8% | -1.6% |
| 3M | +11.1% | +12.2% | -1.1% | +4.4% |
| 6M | -13.4% | -15.1% | +1.7% | -5.6% |
| YTD | +0.1% | -15.1% | +15.2% | +9.2% |
| 1Y | -36.1% | +2.3% | -38.5% | -37.3% |
| All | -43.3% | -23.4% | -19.9% | -41.1% |
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