-47.7%
BBWI vs FDS
+127.7%
-175.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +0.1% | +1.5% | -1.3% | -0.6% |
| 30D | +12.9% | +14.8% | -1.9% | +5.6% |
| 3M | +16.0% | +16.3% | -0.3% | +7.3% |
| 6M | +16.6% | +66.2% | -49.6% | -12.5% |
| YTD | +9.7% | +16.2% | -6.5% | -2.0% |
| 1Y | +1.5% | +21.8% | -20.3% | -12.7% |
| 3Y | -21.4% | -23.9% | +2.5% | -12.3% |
| 5Y | -67.6% | -23.1% | -44.4% | -64.8% |
| All | -47.7% | +127.7% | -175.3% | -73.3% |
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