-45.3%
BBWI vs EXEL
+363.4%
-408.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -4.2% | -2.4% | -1.9% | -3.7% |
| 30D | +24.9% | +17.9% | +6.9% | +20.3% |
| 3M | +13.2% | +33.3% | -20.1% | +5.8% |
| 6M | +12.1% | +46.6% | -34.4% | +2.2% |
| YTD | +11.1% | +61.0% | -50.0% | -1.2% |
| 1Y | +0.7% | +70.4% | -69.7% | -11.7% |
| 3Y | -23.8% | +236.1% | -259.8% | -45.0% |
| 5Y | -66.9% | +284.8% | -351.8% | -77.1% |
| 10Y | -45.3% | +348.4% | -393.8% | -63.9% |
| All | -45.3% | +363.4% | -408.8% | -63.9% |
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