+1,113.1%
BBWI vs COO
+5,493.5%
-4,380.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.6% |
| 7D | -6.2% | +4.3% | -10.5% | -6.6% |
| 30D | +25.5% | +17.6% | +7.9% | +23.1% |
| 3M | +8.0% | -13.9% | +21.9% | +9.9% |
| 6M | +12.7% | +6.6% | +6.1% | +11.7% |
| YTD | +11.6% | -22.0% | +33.6% | +14.9% |
| 1Y | -0.9% | -8.8% | +7.9% | +0.1% |
| 3Y | -22.7% | -21.5% | -1.2% | -20.6% |
| 5Y | -67.2% | -41.0% | -26.2% | -65.2% |
| 10Y | -43.7% | +40.9% | -84.6% | -44.8% |
| All | +1,113.1% | +5,493.5% | -4,380.4% | +776.9% |
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