-47.7%
BBWI vs EXEL
+320.7%
-368.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | +12.9% | +13.1% | -0.3% | +9.8% |
| 3M | +16.0% | +36.3% | -20.3% | +7.8% |
| 6M | +16.6% | +34.5% | -17.9% | +8.5% |
| YTD | +9.7% | +57.4% | -47.7% | -1.8% |
| 1Y | +1.5% | +62.9% | -61.4% | -10.1% |
| 3Y | -21.4% | +229.5% | -250.9% | -43.0% |
| 5Y | -67.6% | +281.2% | -348.8% | -77.5% |
| All | -47.7% | +320.7% | -368.4% | -65.5% |
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