-22.7%
BBWI vs EXEL
+244.2%
-266.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.3% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | +25.5% | +19.8% | +5.6% | +21.8% |
| 3M | +8.0% | +32.7% | -24.7% | +2.8% |
| 6M | +12.7% | +49.0% | -36.3% | +5.0% |
| YTD | +11.6% | +63.7% | -52.0% | +2.1% |
| 1Y | -0.9% | +75.8% | -76.7% | -10.5% |
| 3Y | -22.7% | +241.3% | -264.0% | -43.7% |
| All | -22.7% | +244.2% | -266.9% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling