-42.5%
BBWI vs FDS
-27.1%
-15.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.4% | +3.7% |
| 7D | +1.5% | -1.9% | +3.4% | +1.9% |
| 30D | -5.2% | +9.0% | -14.2% | -7.1% |
| 3M | +11.1% | +18.9% | -7.7% | +6.0% |
| 6M | -13.4% | +35.1% | -48.5% | -21.1% |
| YTD | +0.1% | +5.5% | -5.4% | -0.5% |
| 1Y | -36.1% | -16.8% | -19.3% | -29.2% |
| All | -42.5% | -27.1% | -15.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling