-43.7%
BBWI vs FDS
+135.1%
-178.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | -6.2% | -5.0% | -1.2% | -3.8% |
| 30D | +25.5% | +13.8% | +11.7% | +18.0% |
| 3M | +8.0% | +14.8% | -6.9% | +0.5% |
| 6M | +12.7% | +47.4% | -34.7% | -10.1% |
| YTD | +11.6% | +14.2% | -2.5% | +0.6% |
| 1Y | -0.9% | +26.6% | -27.5% | -17.0% |
| 3Y | -22.7% | -24.4% | +1.7% | -13.7% |
| 5Y | -67.2% | -22.6% | -44.5% | -64.6% |
| 10Y | -43.7% | +130.0% | -173.7% | -71.5% |
| All | -43.7% | +135.1% | -178.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling