-67.2%
BBWI vs EXEL
+285.1%
-352.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.0% |
| 7D | -6.2% | +2.3% | -8.5% | -6.7% |
| 30D | +25.5% | +19.8% | +5.6% | +19.7% |
| 3M | +8.0% | +32.7% | -24.7% | 0.0% |
| 6M | +12.7% | +49.0% | -36.3% | +0.8% |
| YTD | +11.6% | +63.7% | -52.0% | -3.1% |
| 1Y | -0.9% | +75.8% | -76.7% | -15.8% |
| 3Y | -22.7% | +241.3% | -264.0% | -50.8% |
| 5Y | -67.2% | +289.0% | -356.2% | -80.4% |
| All | -67.2% | +285.1% | -352.3% | -80.4% |
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