-1.8%
BBWI vs FDS
+23.2%
-25.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -4.5% | -2.6% | -2.0% | -4.1% |
| 30D | +17.1% | +14.1% | +3.1% | +15.0% |
| 3M | +17.5% | +19.8% | -2.3% | +14.9% |
| 6M | +12.8% | +55.0% | -42.1% | +7.6% |
| YTD | +8.2% | +15.9% | -7.7% | +2.6% |
| 1Y | -1.8% | +24.2% | -26.0% | +3.4% |
| All | -1.8% | +23.2% | -25.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling