+285.0%
BBWI vs EXEL
+341.7%
-56.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -4.5% | +1.6% | -6.2% | -4.8% |
| 30D | +17.1% | +17.4% | -0.2% | +14.4% |
| 3M | +17.5% | +38.6% | -21.2% | +11.7% |
| 6M | +12.8% | +41.2% | -28.4% | +6.8% |
| YTD | +8.2% | +59.3% | -51.2% | +0.5% |
| 1Y | -1.8% | +60.2% | -62.0% | -9.0% |
| 3Y | -25.8% | +232.6% | -258.3% | -39.4% |
| 5Y | -68.0% | +285.9% | -353.9% | -74.6% |
| 10Y | -47.6% | +325.9% | -373.4% | -61.1% |
| All | +285.0% | +341.7% | -56.7% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling