-54.6%
BBWI vs FIVE
+477.5%
-532.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +0.3% |
| 7D | +1.5% | +4.3% | -2.8% | -0.6% |
| 30D | -5.2% | +12.5% | -17.7% | -11.1% |
| 3M | +11.1% | +31.2% | -20.1% | -4.5% |
| 6M | -13.4% | +14.4% | -27.7% | -21.3% |
| YTD | +0.1% | +33.9% | -33.8% | -16.3% |
| 1Y | -36.1% | +65.1% | -101.2% | -52.6% |
| 3Y | -44.1% | +49.0% | -93.1% | -61.1% |
| 5Y | -66.2% | +30.3% | -96.5% | -75.5% |
| All | -54.6% | +477.5% | -532.1% | -85.7% |
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