-36.1%
BBWI vs EXEL
+59.2%
-95.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | +8.4% | -6.9% | -0.1% |
| 30D | -5.2% | +4.1% | -9.3% | -6.1% |
| 3M | +11.1% | +12.4% | -1.3% | +8.1% |
| 6M | -13.4% | +41.5% | -54.9% | -20.1% |
| YTD | +0.1% | +34.6% | -34.5% | -7.4% |
| 1Y | -36.1% | +57.9% | -94.0% | -42.4% |
| All | -36.1% | +59.2% | -95.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling