-20.1%
BBWI vs FIVE
+42.3%
-62.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -7.7% | -0.5% | -7.2% | -7.6% |
| 30D | +24.8% | +17.4% | +7.4% | +18.4% |
| 3M | +16.2% | +7.0% | +9.2% | +13.3% |
| 6M | +15.8% | +20.5% | -4.6% | +7.3% |
| YTD | +11.4% | +33.1% | -21.7% | -0.4% |
| 1Y | +3.2% | +67.1% | -63.9% | -14.9% |
| All | -20.1% | +42.3% | -62.4% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling