-47.7%
BBWI vs FIVE
+504.2%
-551.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.1% | +2.7% | -2.5% | -1.2% |
| 30D | +12.9% | +12.7% | +0.2% | +6.4% |
| 3M | +16.0% | +2.1% | +13.9% | +14.2% |
| 6M | +16.6% | +17.5% | -0.9% | +4.7% |
| YTD | +9.7% | +31.0% | -21.2% | -7.4% |
| 1Y | +1.5% | +67.7% | -66.2% | -25.0% |
| 3Y | -21.4% | +43.4% | -64.7% | -44.2% |
| 5Y | -67.6% | +18.1% | -85.6% | -75.1% |
| All | -47.7% | +504.2% | -551.9% | -83.7% |
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