-65.7%
BBWI vs EXEL
+202.6%
-268.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | +8.4% | -6.9% | -0.6% |
| 30D | -5.2% | +4.1% | -9.3% | -6.3% |
| 3M | +11.1% | +12.4% | -1.3% | +7.5% |
| 6M | -13.4% | +41.5% | -54.9% | -21.2% |
| YTD | +0.1% | +34.6% | -34.5% | -8.0% |
| 1Y | -36.1% | +57.9% | -94.0% | -44.1% |
| 3Y | -44.1% | +159.5% | -203.6% | -60.1% |
| All | -65.7% | +202.6% | -268.3% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling