-55.7%
BBWI vs FDS
+77.6%
-133.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.1% |
| 7D | +1.6% | -5.4% | +6.9% | +4.2% |
| 30D | -6.2% | +1.6% | -7.8% | -7.0% |
| 3M | +4.3% | +17.7% | -13.4% | -4.9% |
| 6M | -7.2% | +29.1% | -36.2% | -21.5% |
| YTD | -3.0% | +1.0% | -4.0% | -7.0% |
| 1Y | -30.8% | -21.6% | -9.1% | -24.2% |
| 3Y | -43.4% | -30.1% | -13.3% | -34.6% |
| 5Y | -66.7% | -20.7% | -46.0% | -65.4% |
| 10Y | -55.7% | +78.3% | -134.0% | -74.5% |
| All | -55.7% | +77.6% | -133.2% | -74.5% |
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