-57.4%
BBWI vs EXEL
+378.5%
-435.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.4% | -6.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -7.4% | +10.1% | -17.5% | -9.5% |
| 3M | -2.2% | +10.1% | -12.3% | -4.5% |
| 6M | -16.3% | +37.7% | -54.0% | -22.4% |
| YTD | -9.1% | +33.1% | -42.2% | -15.2% |
| 1Y | -34.5% | +52.4% | -86.9% | -41.0% |
| 3Y | -47.0% | +163.8% | -210.8% | -58.9% |
| 5Y | -68.8% | +198.5% | -267.4% | -76.8% |
| 10Y | -57.4% | +386.9% | -444.2% | -70.7% |
| All | -57.4% | +378.5% | -435.9% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling