-45.3%
BBWI vs FIVE
+562.8%
-608.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.2% | +7.3% | -11.6% | -7.6% |
| 30D | +24.9% | +18.1% | +6.8% | +15.0% |
| 3M | +13.2% | +7.7% | +5.5% | +8.4% |
| 6M | +12.1% | +13.6% | -1.5% | +2.4% |
| YTD | +11.1% | +34.6% | -23.5% | -7.6% |
| 1Y | +0.7% | +66.2% | -65.5% | -25.2% |
| 3Y | -23.8% | +43.5% | -67.2% | -45.8% |
| 5Y | -66.9% | +20.7% | -87.6% | -74.9% |
| 10Y | -45.3% | +541.5% | -586.8% | -83.3% |
| All | -45.3% | +562.8% | -608.1% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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