+0.7%
BBWI vs EXEL
+72.0%
-71.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -4.2% | -2.4% | -1.9% | -3.6% |
| 30D | +24.9% | +17.9% | +6.9% | +20.5% |
| 3M | +13.2% | +33.3% | -20.1% | +6.1% |
| 6M | +12.1% | +46.6% | -34.4% | +2.2% |
| YTD | +11.1% | +61.0% | -50.0% | -3.5% |
| 1Y | +0.7% | +70.4% | -69.7% | -12.5% |
| All | +0.7% | +72.0% | -71.3% | -12.5% |
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 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