+1,090.8%
BBWI vs COO
+5,356.1%
-4,265.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.0% |
| 7D | -6.2% | +4.7% | -10.9% | -6.7% |
| 30D | +19.9% | +13.9% | +6.0% | +18.1% |
| 3M | +7.1% | -14.9% | +22.1% | +9.2% |
| 6M | +13.7% | +2.0% | +11.6% | +13.2% |
| YTD | +9.6% | -23.9% | +33.5% | +13.2% |
| 1Y | -1.6% | -9.6% | +8.0% | -0.5% |
| 3Y | -25.9% | -25.4% | -0.4% | -23.4% |
| 5Y | -67.8% | -41.2% | -26.6% | -65.9% |
| 10Y | -43.5% | +42.1% | -85.5% | -44.6% |
| All | +1,090.8% | +5,356.1% | -4,265.3% | +763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling