+800.8%
BBWI vs FDS
+10,327.4%
-9,526.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -1.9% |
| 7D | -6.2% | -0.5% | -5.7% | -6.0% |
| 30D | +19.9% | +20.2% | -0.3% | +12.1% |
| 3M | +7.1% | +19.9% | -12.7% | 0.0% |
| 6M | +13.7% | +56.2% | -42.5% | -5.8% |
| YTD | +9.6% | +14.6% | -5.0% | +0.6% |
| 1Y | -1.6% | +31.6% | -33.2% | -14.9% |
| 3Y | -25.9% | -23.8% | -2.0% | -22.0% |
| 5Y | -67.8% | -22.6% | -45.2% | -66.5% |
| 10Y | -43.5% | +139.3% | -182.8% | -60.7% |
| All | +800.8% | +10,327.4% | -9,526.7% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling